+383.2%
FCX vs FCEL
-99.1%
+482.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.4% | +3.7% | -2.1% |
| 7D | +4.4% | +14.8% | -10.4% | +3.0% |
| 30D | -16.3% | -33.9% | +17.5% | -13.2% |
| 3M | -12.5% | -52.7% | +40.2% | -7.0% |
| 6M | -8.0% | -40.0% | +32.0% | -7.1% |
| YTD | +20.1% | +40.2% | -20.1% | +10.1% |
| 1Y | +45.9% | +32.9% | +13.0% | +33.7% |
| 3Y | +86.2% | -66.8% | +153.1% | +78.6% |
| 5Y | +57.1% | -97.0% | +154.1% | +75.7% |
| All | +383.2% | -99.1% | +482.3% | +585.8% |
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