+336.0%
IR vs FCEL
-97.6%
+433.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | 0.0% |
| 7D | +2.5% | -2.8% | +5.3% | +2.6% |
| 30D | +9.2% | -31.6% | +40.8% | +11.0% |
| 3M | +0.9% | -52.4% | +53.4% | +4.0% |
| 6M | +19.2% | -51.4% | +70.6% | +20.3% |
| YTD | +7.5% | +32.4% | -24.9% | +1.5% |
| 1Y | +11.7% | +37.5% | -25.8% | +5.0% |
| 3Y | +23.9% | -69.3% | +93.2% | +19.7% |
| 5Y | +46.4% | -97.1% | +143.5% | +53.9% |
| All | +336.0% | -97.6% | +433.5% | +367.2% |
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