+210.5%
ICE vs FCEL
-99.2%
+309.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | -0.3% |
| 7D | -5.3% | +6.3% | -11.6% | -5.5% |
| 30D | +3.0% | -18.8% | +21.8% | +3.3% |
| 3M | +11.4% | -3.8% | +15.3% | +10.5% |
| 6M | -2.0% | +121.1% | -123.2% | -5.7% |
| YTD | -3.1% | +113.3% | -116.4% | -6.9% |
| 1Y | -8.4% | +173.5% | -181.9% | -13.1% |
| 3Y | +40.7% | -63.9% | +104.6% | +37.9% |
| 5Y | +40.0% | -90.7% | +130.6% | +40.1% |
| All | +210.5% | -99.2% | +309.7% | +201.2% |
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