+156.3%
FDX vs FCEL
-98.9%
+255.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.6% | -5.2% | +3.1% |
| 7D | +0.2% | +3.0% | -2.9% | 0.0% |
| 30D | +9.3% | -40.0% | +49.3% | +11.4% |
| 3M | +0.5% | -47.0% | +47.5% | +2.5% |
| 6M | +5.3% | -21.0% | +26.3% | +3.5% |
| YTD | +38.6% | +48.0% | -9.4% | +30.8% |
| 1Y | +53.5% | +43.9% | +9.6% | +44.7% |
| 3Y | +74.2% | -67.5% | +141.7% | +68.2% |
| 5Y | +75.3% | -96.7% | +171.9% | +82.8% |
| 10Y | +156.3% | -99.0% | +255.3% | +178.6% |
| All | +156.3% | -98.9% | +255.2% | +178.6% |
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