+575.3%
FAST vs FCEL
-99.1%
+674.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.5% | -11.4% | -0.2% |
| 7D | +2.1% | -11.2% | +13.3% | +2.4% |
| 30D | +6.9% | -45.8% | +52.7% | +8.7% |
| 3M | +4.8% | -51.0% | +55.8% | +6.6% |
| 6M | +19.8% | -22.2% | +42.0% | +18.3% |
| YTD | +34.9% | +36.3% | -1.4% | +29.7% |
| 1Y | +32.8% | +29.0% | +3.8% | +27.7% |
| 3Y | +93.7% | -70.9% | +164.6% | +89.5% |
| 5Y | +105.3% | -96.3% | +201.6% | +110.9% |
| All | +575.3% | -99.1% | +674.4% | +627.7% |
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