+282.0%
FITB vs FCEL
-99.2%
+381.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.4% | +0.8% |
| 7D | -1.0% | +6.3% | -7.3% | -1.4% |
| 30D | -5.5% | -18.8% | +13.3% | -4.8% |
| 3M | +4.1% | -3.8% | +7.9% | +2.4% |
| 6M | +18.7% | +121.1% | -102.4% | +9.3% |
| YTD | +18.2% | +113.3% | -95.1% | +8.5% |
| 1Y | +23.7% | +173.5% | -149.9% | +10.6% |
| 3Y | +130.8% | -63.9% | +194.7% | +121.5% |
| 5Y | +69.8% | -90.7% | +160.5% | +70.4% |
| All | +282.0% | -99.2% | +381.1% | +307.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling