-99.1%
FCEL vs FE
+113.1%
-212.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.7% | +19.5% | +19.1% |
| 7D | +4.0% | +0.6% | +3.4% | +3.6% |
| 30D | -13.1% | -2.1% | -10.9% | -12.3% |
| 3M | +14.6% | +2.6% | +12.0% | +12.2% |
| 6M | +133.7% | -6.8% | +140.5% | +138.0% |
| YTD | +143.0% | +6.9% | +136.1% | +130.6% |
| 1Y | +320.9% | +11.6% | +309.3% | +290.6% |
| 3Y | -58.9% | +47.7% | -106.6% | -68.0% |
| 5Y | -89.7% | +46.2% | -135.9% | -91.9% |
| 10Y | -99.1% | +109.2% | -208.2% | -99.4% |
| All | -99.1% | +113.1% | -212.2% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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