-99.1%
FCEL vs ACWI
+225.4%
-324.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -5.2% |
| 7D | +14.8% | +2.7% | +12.1% | +9.0% |
| 30D | -33.9% | -2.6% | -31.3% | -28.7% |
| 3M | -52.7% | -3.2% | -49.5% | -48.0% |
| 6M | -40.0% | +1.9% | -41.9% | -37.4% |
| YTD | +40.2% | +11.3% | +28.9% | +22.8% |
| 1Y | +32.9% | +11.7% | +21.3% | +16.4% |
| 3Y | -66.8% | +74.4% | -141.2% | -87.8% |
| 5Y | -97.0% | +59.5% | -156.4% | -98.5% |
| All | -99.1% | +225.4% | -324.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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