-99.9%
FCEL vs ACWI
+356.8%
-456.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.0% |
| 7D | -15.8% | +0.5% | -16.3% | -16.7% |
| 30D | -29.3% | +0.9% | -30.1% | -30.3% |
| 3M | -30.1% | +2.4% | -32.5% | -30.4% |
| 6M | +74.4% | +12.4% | +62.1% | +47.9% |
| YTD | +104.5% | +15.2% | +89.4% | +67.5% |
| 1Y | +281.4% | +22.7% | +258.7% | +184.9% |
| 3Y | -66.1% | +75.8% | -141.9% | -86.2% |
| 5Y | -91.9% | +67.7% | -159.6% | -95.9% |
| 10Y | -99.2% | +229.0% | -328.2% | -99.9% |
| All | -99.9% | +356.8% | -456.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling