+149.8%
FDX vs FCEL
-99.1%
+248.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.4% | -0.8% |
| 7D | +0.8% | +14.8% | -14.0% | +0.1% |
| 30D | +9.9% | -33.9% | +43.8% | +11.5% |
| 3M | -1.9% | -52.7% | +50.8% | +0.6% |
| 6M | +6.1% | -40.0% | +46.1% | +5.6% |
| YTD | +38.8% | +40.2% | -1.4% | +31.3% |
| 1Y | +50.0% | +32.9% | +17.0% | +41.8% |
| 3Y | +71.0% | -66.8% | +137.9% | +64.9% |
| 5Y | +72.5% | -97.0% | +169.4% | +80.5% |
| All | +149.8% | -99.1% | +248.8% | +173.0% |
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