+303.5%
EWY vs FCEL
-99.1%
+402.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +3.1% |
| 7D | -0.1% | +6.3% | -6.4% | -0.5% |
| 30D | +7.3% | -26.7% | +34.0% | +8.9% |
| 3M | -5.1% | -10.2% | +5.0% | -5.3% |
| 6M | +42.1% | +123.5% | -81.4% | +34.2% |
| YTD | +94.1% | +117.4% | -23.3% | +83.1% |
| 1Y | +147.8% | +146.0% | +1.9% | +130.7% |
| 3Y | +222.9% | -61.9% | +284.8% | +213.3% |
| 5Y | +150.6% | -90.5% | +241.1% | +151.1% |
| All | +303.5% | -99.1% | +402.6% | +326.4% |
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