+86.4%
F vs FCEL
-99.0%
+185.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +18.8% | -23.0% | -5.4% |
| 7D | +1.2% | +4.0% | -2.8% | +0.6% |
| 30D | +1.2% | -13.1% | +14.3% | +1.7% |
| 3M | -5.7% | +14.6% | -20.2% | -8.6% |
| 6M | +17.9% | +133.7% | -115.7% | +6.9% |
| YTD | +10.4% | +143.0% | -132.5% | -0.7% |
| 1Y | +25.3% | +320.9% | -295.5% | +7.2% |
| 3Y | +37.5% | -58.9% | +96.3% | +30.1% |
| 5Y | +46.5% | -89.7% | +136.2% | +47.1% |
| 10Y | +86.4% | -99.1% | +185.5% | +109.5% |
| All | +86.4% | -99.0% | +185.4% | +109.5% |
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