+1,244.2%
EWY vs FCEL
-100.0%
+1,344.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +18.8% | -18.2% | -1.2% |
| 7D | +8.0% | +4.0% | +4.0% | +7.3% |
| 30D | +14.3% | -13.1% | +27.4% | +15.2% |
| 3M | +2.3% | +14.6% | -12.3% | -0.6% |
| 6M | +49.9% | +133.7% | -83.8% | +33.9% |
| YTD | +95.3% | +143.0% | -47.6% | +73.1% |
| 1Y | +161.7% | +320.9% | -159.1% | +116.9% |
| 3Y | +230.2% | -58.9% | +289.1% | +210.9% |
| 5Y | +148.1% | -89.7% | +237.8% | +150.2% |
| 10Y | +293.2% | -99.1% | +392.2% | +275.3% |
| All | +1,244.2% | -100.0% | +1,344.1% | +1,194.9% |
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