+17.1%
EWZ vs FCEL
-66.8%
+83.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.4% | -1.7% |
| 7D | +0.1% | +14.8% | -14.7% | -0.6% |
| 30D | -25.9% | -33.9% | +8.0% | -24.6% |
| 3M | -6.1% | -52.7% | +46.6% | -3.4% |
| 6M | -16.1% | -40.0% | +23.9% | -16.4% |
| YTD | +1.0% | +40.2% | -39.2% | -5.4% |
| 1Y | 0.0% | +32.9% | -33.0% | -6.4% |
| All | +17.1% | -66.8% | +83.9% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling