+162.3%
EXC vs FCEL
-99.1%
+261.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +18.8% | -18.1% | +0.3% |
| 7D | +1.2% | +4.0% | -2.8% | +1.1% |
| 30D | -2.7% | -13.1% | +10.3% | -2.6% |
| 3M | -1.0% | +14.6% | -15.5% | -2.0% |
| 6M | -9.3% | +133.7% | -143.0% | -12.3% |
| YTD | +3.6% | +143.0% | -139.3% | -0.2% |
| 1Y | +5.9% | +320.9% | -314.9% | 0.0% |
| 3Y | +21.3% | -58.9% | +80.2% | +19.1% |
| 5Y | +46.2% | -89.7% | +135.8% | +46.3% |
| All | +162.3% | -99.1% | +261.4% | +145.9% |
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 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