+144.6%
IEFA vs FCEL
-99.1%
+243.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | -1.6% | +6.3% | -7.9% | -1.8% |
| 30D | -1.5% | -26.7% | +25.2% | -0.6% |
| 3M | +3.4% | -10.2% | +13.6% | +2.7% |
| 6M | +9.5% | +123.5% | -114.0% | +4.2% |
| YTD | +13.0% | +117.4% | -104.3% | +7.3% |
| 1Y | +18.0% | +146.0% | -128.0% | +10.8% |
| 3Y | +65.4% | -61.9% | +127.3% | +60.7% |
| 5Y | +51.6% | -90.5% | +142.1% | +51.3% |
| All | +144.6% | -99.1% | +243.7% | +149.8% |
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