+63.7%
IEFA vs FCEL
-63.4%
+127.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | -0.7% |
| 7D | -2.4% | +6.3% | -8.7% | -2.7% |
| 30D | -2.1% | -18.8% | +16.7% | -1.6% |
| 3M | +5.5% | -3.8% | +9.4% | +4.5% |
| 6M | +8.1% | +121.1% | -113.0% | +2.3% |
| YTD | +11.9% | +113.3% | -101.4% | +5.6% |
| 1Y | +18.1% | +173.5% | -155.4% | +9.3% |
| All | +63.7% | -63.4% | +127.1% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling