+507.7%
FAST vs FCEL
-99.0%
+606.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.8% | -19.2% | -1.0% |
| 7D | +1.3% | +4.0% | -2.7% | +1.1% |
| 30D | -4.7% | -13.1% | +8.3% | -4.5% |
| 3M | +7.9% | +14.6% | -6.6% | +6.4% |
| 6M | +7.4% | +133.7% | -126.2% | +2.2% |
| YTD | +25.1% | +143.0% | -117.9% | +18.5% |
| 1Y | +4.7% | +320.9% | -316.2% | -3.6% |
| 3Y | +94.7% | -58.9% | +153.6% | +88.8% |
| 5Y | +106.8% | -89.7% | +196.4% | +106.3% |
| 10Y | +507.7% | -99.1% | +606.7% | +588.4% |
| All | +507.7% | -99.0% | +606.7% | +588.4% |
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