+200.3%
FXI vs FCEL
-100.0%
+300.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.5% |
| 7D | -4.2% | -2.8% | -1.4% | -4.1% |
| 30D | -1.1% | -31.6% | +30.5% | +1.6% |
| 3M | -4.0% | -52.4% | +48.5% | +0.7% |
| 6M | -11.8% | -51.4% | +39.6% | -11.0% |
| YTD | -11.9% | +32.4% | -44.3% | -20.6% |
| 1Y | -16.1% | +37.5% | -53.6% | -25.1% |
| 3Y | +38.8% | -69.3% | +108.1% | +29.8% |
| 5Y | -9.1% | -97.1% | +88.1% | +1.1% |
| 10Y | +18.4% | -99.1% | +117.6% | +13.6% |
| All | +200.3% | -100.0% | +300.2% | +245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling