+206.5%
FITB vs FCEL
-99.1%
+305.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +1.4% |
| 7D | +2.8% | -2.8% | +5.6% | +2.9% |
| 30D | +9.8% | -31.6% | +41.4% | +11.7% |
| 3M | -5.2% | -52.4% | +47.3% | -2.1% |
| 6M | +17.3% | -51.4% | +68.7% | +18.3% |
| YTD | +19.3% | +32.4% | -13.1% | +11.8% |
| 1Y | +32.7% | +37.5% | -4.8% | +23.6% |
| 3Y | +141.6% | -69.3% | +210.9% | +132.9% |
| 5Y | +48.9% | -97.1% | +146.0% | +58.0% |
| All | +206.5% | -99.1% | +305.6% | +224.0% |
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