-100.0%
FCEL vs ACWI
+330.0%
-429.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | 0.0% | +11.6% | +11.6% |
| 7D | -11.2% | -2.4% | -8.9% | -6.8% |
| 30D | -45.8% | -5.2% | -40.6% | -39.3% |
| 3M | -51.0% | -4.8% | -46.2% | -45.2% |
| 6M | -22.2% | -1.3% | -20.9% | -14.6% |
| YTD | +36.3% | +8.4% | +27.9% | +27.2% |
| 1Y | +29.0% | +11.0% | +18.0% | +16.0% |
| 3Y | -70.9% | +70.6% | -141.4% | -87.3% |
| 5Y | -96.3% | +55.3% | -151.6% | -97.8% |
| 10Y | -99.1% | +223.2% | -322.2% | -99.8% |
| All | -100.0% | +330.0% | -429.9% | -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