+89.4%
EWZ vs FCEL
-99.1%
+188.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | +0.9% | +6.3% | -5.4% | +0.5% |
| 30D | +12.8% | -26.7% | +39.5% | +14.1% |
| 3M | +10.8% | -10.2% | +20.9% | +9.7% |
| 6M | +2.5% | +123.5% | -121.0% | -4.3% |
| YTD | +21.4% | +117.4% | -96.0% | +13.1% |
| 1Y | +32.8% | +146.0% | -113.2% | +21.8% |
| 3Y | +45.2% | -61.9% | +107.1% | +39.7% |
| 5Y | +63.0% | -90.5% | +153.5% | +62.6% |
| All | +89.4% | -99.1% | +188.5% | +107.7% |
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