+349.8%
EWZ vs FCEL
-100.0%
+449.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.5% | -10.8% | -0.4% |
| 7D | -1.5% | -11.2% | +9.8% | -0.6% |
| 30D | -24.5% | -45.8% | +21.3% | -20.6% |
| 3M | -10.7% | -51.0% | +40.3% | -6.1% |
| 6M | -19.1% | -22.2% | +3.2% | -21.7% |
| YTD | +1.6% | +36.3% | -34.6% | -8.8% |
| 1Y | +4.3% | +29.0% | -24.7% | -6.6% |
| 3Y | +19.0% | -70.9% | +89.8% | +11.9% |
| 5Y | +57.7% | -96.3% | +154.0% | +71.5% |
| 10Y | +51.3% | -99.1% | +150.4% | +34.3% |
| All | +349.8% | -100.0% | +449.8% | +421.9% |
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