+424.2%
FERG vs FCEL
-99.1%
+523.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +0.8% |
| 7D | +9.7% | -2.8% | +12.6% | +9.8% |
| 30D | +15.0% | -31.6% | +46.7% | +16.2% |
| 3M | +3.8% | -52.4% | +56.2% | +5.7% |
| 6M | +10.6% | -51.4% | +62.0% | +11.3% |
| YTD | +17.0% | +32.4% | -15.4% | +13.2% |
| 1Y | +7.1% | +37.5% | -30.4% | +3.4% |
| 3Y | +67.7% | -69.3% | +137.0% | +64.3% |
| 5Y | +76.4% | -97.1% | +173.5% | +78.3% |
| All | +424.2% | -99.1% | +523.4% | +451.1% |
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