+373.5%
FCX vs FCEL
-99.1%
+472.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.6% | +3.6% | -1.5% |
| 7D | -0.3% | -2.8% | +2.5% | 0.0% |
| 30D | -14.7% | -31.6% | +16.9% | -11.8% |
| 3M | -11.2% | -52.4% | +41.2% | -5.6% |
| 6M | -11.4% | -51.4% | +40.0% | -8.6% |
| YTD | +17.7% | +32.4% | -14.7% | +8.5% |
| 1Y | +47.5% | +37.5% | +10.0% | +34.7% |
| 3Y | +83.9% | -69.3% | +153.2% | +77.6% |
| 5Y | +54.0% | -97.1% | +151.1% | +73.1% |
| All | +373.5% | -99.1% | +472.7% | +575.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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