+3,553.2%
FIX vs FCEL
-99.1%
+3,652.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.2% | -0.9% |
| 7D | +9.4% | -2.8% | +12.2% | +9.7% |
| 30D | -27.8% | -31.6% | +3.9% | -25.5% |
| 3M | -35.6% | -52.4% | +16.9% | -32.1% |
| 6M | -45.2% | -51.4% | +6.2% | -43.3% |
| YTD | +19.5% | +32.4% | -12.9% | +14.4% |
| 1Y | +24.2% | +37.5% | -13.3% | +18.3% |
| 3Y | +494.2% | -69.3% | +563.4% | +486.6% |
| 5Y | +1,036.1% | -97.1% | +1,133.3% | +1,132.6% |
| All | +3,553.2% | -99.1% | +3,652.3% | +3,949.3% |
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