+351.3%
FERG vs FCEL
-99.1%
+450.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.7% |
| 7D | -2.6% | +6.3% | -8.9% | -2.8% |
| 30D | -8.9% | -26.7% | +17.8% | -8.2% |
| 3M | -2.0% | -10.2% | +8.1% | -2.6% |
| 6M | -3.2% | +123.5% | -126.7% | -7.3% |
| YTD | +1.5% | +117.4% | -115.9% | -2.9% |
| 1Y | +0.5% | +146.0% | -145.5% | -4.7% |
| 3Y | +50.4% | -61.9% | +112.3% | +46.4% |
| 5Y | +68.7% | -90.5% | +159.2% | +67.1% |
| All | +351.3% | -99.1% | +450.5% | +346.3% |
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