+591.5%
EWT vs FCEL
-100.0%
+691.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.9% | +0.7% |
| 7D | +2.1% | +15.1% | -12.9% | +0.9% |
| 30D | +9.4% | -16.4% | +25.8% | +10.3% |
| 3M | +10.9% | -5.3% | +16.1% | +9.3% |
| 6M | +57.9% | +124.5% | -66.6% | +43.0% |
| YTD | +75.9% | +126.7% | -50.8% | +58.2% |
| 1Y | +89.7% | +219.9% | -130.2% | +63.9% |
| 3Y | +200.9% | -61.6% | +262.5% | +185.1% |
| 5Y | +154.5% | -90.5% | +245.0% | +155.7% |
| 10Y | +520.8% | -99.1% | +619.9% | +493.8% |
| All | +591.5% | -100.0% | +691.5% | +600.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling