+196.7%
EXC vs FCEL
-99.1%
+295.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +6.9% | +1.5% |
| 7D | +1.4% | -2.8% | +4.2% | +1.4% |
| 30D | +8.6% | -31.6% | +40.2% | +9.3% |
| 3M | +2.4% | -52.4% | +54.8% | +3.6% |
| 6M | +6.5% | -51.4% | +57.9% | +6.7% |
| YTD | +9.0% | +32.4% | -23.4% | +6.1% |
| 1Y | +4.6% | +37.5% | -32.9% | +1.5% |
| 3Y | +33.5% | -69.3% | +102.8% | +31.3% |
| 5Y | +41.4% | -97.1% | +138.5% | +45.9% |
| All | +196.7% | -99.1% | +295.8% | +190.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling