+548.6%
FAST vs FCEL
-99.0%
+647.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.5% | -5.3% | +1.0% |
| 7D | +4.3% | +3.9% | +0.4% | +4.1% |
| 30D | +8.3% | -33.1% | +41.4% | +9.5% |
| 3M | +6.5% | -43.0% | +49.4% | +7.8% |
| 6M | +29.5% | -31.3% | +60.8% | +28.6% |
| YTD | +41.3% | +49.8% | -8.5% | +35.4% |
| 1Y | +37.4% | +48.2% | -10.8% | +31.5% |
| 3Y | +98.5% | -64.6% | +163.1% | +92.9% |
| 5Y | +111.1% | -96.7% | +207.8% | +117.6% |
| 10Y | +548.6% | -99.0% | +647.6% | +598.0% |
| All | +548.6% | -99.0% | +647.5% | +598.0% |
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