+513.6%
EWT vs FCEL
-99.1%
+612.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.7% |
| 7D | -1.1% | +6.3% | -7.4% | -1.5% |
| 30D | +4.5% | -26.7% | +31.1% | +5.7% |
| 3M | +8.3% | -10.2% | +18.4% | +7.7% |
| 6M | +54.2% | +123.5% | -69.3% | +46.1% |
| YTD | +74.6% | +117.4% | -42.8% | +65.1% |
| 1Y | +84.9% | +146.0% | -61.1% | +72.8% |
| 3Y | +197.5% | -61.9% | +259.4% | +188.6% |
| 5Y | +150.6% | -90.5% | +241.1% | +150.0% |
| All | +513.6% | -99.1% | +612.8% | +533.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling