-99.2%
FCEL vs FDS
+66.9%
-166.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.8% | -0.1% | -3.5% |
| 7D | +6.3% | -16.0% | +22.3% | +14.0% |
| 30D | -18.8% | -6.7% | -12.1% | -17.4% |
| 3M | -3.8% | +6.0% | -9.8% | -12.0% |
| 6M | +121.1% | +25.1% | +96.0% | +76.3% |
| YTD | +113.3% | -8.1% | +121.4% | +102.8% |
| 1Y | +173.5% | -26.0% | +199.5% | +191.7% |
| 3Y | -63.9% | -36.4% | -27.5% | -59.2% |
| 5Y | -90.7% | -27.7% | -63.0% | -90.2% |
| All | -99.2% | +66.9% | -166.0% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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