+67.2%
F vs FCEL
-99.1%
+166.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.4% | +3.5% | -2.5% |
| 7D | -3.9% | +14.8% | -18.7% | -4.8% |
| 30D | -0.5% | -33.9% | +33.4% | +1.8% |
| 3M | -12.9% | -52.7% | +39.8% | -9.6% |
| 6M | +1.5% | -40.0% | +41.6% | +1.1% |
| YTD | -5.0% | +40.2% | -45.2% | -12.1% |
| 1Y | -7.3% | +32.9% | -40.3% | -14.3% |
| 3Y | +45.3% | -66.8% | +112.1% | +38.7% |
| 5Y | -15.8% | -97.0% | +81.2% | -10.1% |
| All | +67.2% | -99.1% | +166.3% | +85.4% |
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