+215.7%
IEFA vs FCEL
-99.6%
+315.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +18.8% | -19.4% | -1.3% |
| 7D | +1.2% | +4.0% | -2.8% | +0.9% |
| 30D | -0.6% | -13.1% | +12.5% | -0.3% |
| 3M | +6.2% | +14.6% | -8.4% | +4.5% |
| 6M | +11.2% | +133.7% | -122.5% | +5.3% |
| YTD | +14.2% | +143.0% | -128.8% | +7.6% |
| 1Y | +20.0% | +320.9% | -300.8% | +9.8% |
| 3Y | +68.8% | -58.9% | +127.7% | +63.3% |
| 5Y | +52.7% | -89.7% | +142.3% | +52.0% |
| 10Y | +144.2% | -99.1% | +243.3% | +151.8% |
| All | +215.7% | -99.6% | +315.2% | +221.0% |
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