-16.1%
EWZ vs FCEL
-37.5%
+21.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.4% | -1.8% |
| 7D | +0.1% | +14.8% | -14.7% | -0.4% |
| 30D | -25.9% | -33.9% | +8.0% | -24.9% |
| 3M | -6.1% | -52.7% | +46.6% | -4.1% |
| 6M | -16.1% | -40.0% | +23.9% | -16.7% |
| All | -16.1% | -37.5% | +21.4% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling