+432.5%
EWZ vs FCEL
-100.0%
+532.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | +6.5% | -15.8% | +22.3% | +8.0% |
| 30D | +4.8% | -29.3% | +34.1% | +7.8% |
| 3M | +9.9% | -30.1% | +40.0% | +10.2% |
| 6M | +1.9% | +74.4% | -72.5% | -9.0% |
| YTD | +20.3% | +104.5% | -84.2% | +5.1% |
| 1Y | +35.6% | +281.4% | -245.8% | +8.9% |
| 3Y | +43.4% | -66.1% | +109.5% | +34.1% |
| 5Y | +55.9% | -91.9% | +147.8% | +57.5% |
| 10Y | +84.2% | -99.2% | +183.4% | +73.4% |
| All | +432.5% | -100.0% | +532.5% | +501.7% |
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 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