+146.1%
EWT vs FCEL
-91.3%
+237.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.9% | +3.4% | -2.0% |
| 7D | -1.1% | +6.3% | -7.4% | -1.8% |
| 30D | +4.8% | -18.8% | +23.6% | +6.1% |
| 3M | +11.1% | -3.8% | +15.0% | +9.4% |
| 6M | +54.6% | +121.1% | -66.5% | +39.0% |
| YTD | +71.4% | +113.3% | -41.8% | +53.6% |
| 1Y | +82.1% | +173.5% | -91.4% | +57.4% |
| 3Y | +193.2% | -63.9% | +257.1% | +183.7% |
| 5Y | +146.1% | -90.7% | +236.8% | +150.2% |
| All | +146.1% | -91.3% | +237.4% | +150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling