-74.3%
GRAB vs FCEL
-94.7%
+20.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | -10.8% | +6.3% | -17.1% | -11.9% |
| 30D | -15.5% | -26.7% | +11.2% | -12.7% |
| 3M | -9.0% | -10.2% | +1.2% | -12.2% |
| 6M | -21.6% | +123.5% | -145.1% | -37.9% |
| YTD | -38.9% | +117.4% | -156.3% | -52.0% |
| 1Y | -44.8% | +146.0% | -190.8% | -59.0% |
| 3Y | -18.4% | -61.9% | +43.4% | -26.0% |
| 5Y | -71.6% | -90.5% | +18.9% | -66.3% |
| All | -74.3% | -94.7% | +20.4% | -65.5% |
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