-100.0%
FCEL vs ACWI
+339.1%
-439.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.1% |
| 7D | -8.3% | -0.2% | -8.1% | -7.3% |
| 30D | -43.0% | -3.3% | -39.7% | -38.4% |
| 3M | -48.2% | -3.4% | -44.8% | -43.4% |
| 6M | -25.0% | +0.8% | -25.8% | -20.6% |
| YTD | +40.6% | +10.7% | +29.9% | +26.7% |
| 1Y | +36.0% | +11.6% | +24.4% | +21.4% |
| 3Y | -66.7% | +73.4% | -140.1% | -85.8% |
| 5Y | -96.7% | +60.2% | -156.8% | -98.2% |
| 10Y | -99.0% | +221.6% | -320.6% | -99.8% |
| All | -100.0% | +339.1% | -439.1% | -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