+280.3%
FITB vs FCEL
-99.1%
+379.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | -0.2% |
| 7D | -0.4% | +15.1% | -15.5% | -1.3% |
| 30D | -5.1% | -16.4% | +11.3% | -4.5% |
| 3M | +3.5% | -5.3% | +8.8% | +2.0% |
| 6M | +17.2% | +124.5% | -107.3% | +7.9% |
| YTD | +17.6% | +126.7% | -109.0% | +7.7% |
| 1Y | +23.4% | +219.9% | -196.5% | +9.4% |
| 3Y | +129.7% | -61.6% | +191.4% | +119.9% |
| 5Y | +68.4% | -90.5% | +158.9% | +68.8% |
| All | +280.3% | -99.1% | +379.4% | +304.2% |
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