+175.5%
FDX vs FCEL
-99.0%
+274.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +18.8% | -21.4% | -3.4% |
| 7D | -3.3% | +4.0% | -7.3% | -3.6% |
| 30D | -1.4% | -13.1% | +11.7% | -1.1% |
| 3M | -4.5% | +14.6% | -19.1% | -6.5% |
| 6M | +9.4% | +133.7% | -124.3% | +2.2% |
| YTD | +36.0% | +143.0% | -106.9% | +26.2% |
| 1Y | +75.5% | +320.9% | -245.3% | +57.1% |
| 3Y | +62.8% | -58.9% | +121.7% | +56.1% |
| 5Y | +64.4% | -89.7% | +154.1% | +63.8% |
| 10Y | +175.5% | -99.1% | +274.5% | +205.3% |
| All | +175.5% | -99.0% | +274.5% | +205.3% |
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