+72.2%
F vs FCEL
-99.1%
+171.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.0% | +3.1% | -1.6% |
| 7D | -0.2% | -8.3% | +8.1% | +0.1% |
| 30D | +0.9% | -43.0% | +43.9% | +4.2% |
| 3M | -11.3% | -48.2% | +36.8% | -8.5% |
| 6M | +2.0% | -25.0% | +27.0% | 0.0% |
| YTD | -3.2% | +40.6% | -43.8% | -10.4% |
| 1Y | -3.5% | +36.0% | -39.4% | -10.8% |
| 3Y | +48.1% | -66.7% | +114.8% | +41.5% |
| 5Y | -13.5% | -96.7% | +83.1% | -8.1% |
| 10Y | +72.2% | -99.0% | +171.2% | +90.6% |
| All | +72.2% | -99.1% | +171.3% | +90.6% |
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