-99.1%
FCEL vs ACWI
+219.0%
-318.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | 0.0% | +11.6% | +11.6% |
| 7D | -11.2% | -2.4% | -8.9% | -6.1% |
| 30D | -45.8% | -5.2% | -40.6% | -38.3% |
| 3M | -51.0% | -4.8% | -46.2% | -44.2% |
| 6M | -22.2% | -1.3% | -20.9% | -13.5% |
| YTD | +36.3% | +8.4% | +27.9% | +25.7% |
| 1Y | +29.0% | +11.0% | +18.0% | +14.0% |
| 3Y | -70.9% | +70.6% | -141.4% | -88.8% |
| 5Y | -96.3% | +55.3% | -151.6% | -98.1% |
| All | -99.1% | +219.0% | -318.1% | -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