+44.7%
EWZ vs FCEL
-65.9%
+110.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | +6.5% | -15.8% | +22.3% | +7.3% |
| 30D | +4.8% | -29.3% | +34.1% | +6.4% |
| 3M | +9.9% | -30.1% | +40.0% | +10.0% |
| 6M | +1.9% | +74.4% | -72.5% | -4.5% |
| YTD | +20.3% | +104.5% | -84.2% | +11.2% |
| 1Y | +35.6% | +281.4% | -245.8% | +19.1% |
| All | +44.7% | -65.9% | +110.6% | +39.5% |
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