+277.0%
IR vs FCEL
-95.8%
+372.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.7% | +4.7% | -1.7% |
| 7D | -1.9% | +15.1% | -17.0% | -2.7% |
| 30D | -15.0% | -16.4% | +1.4% | -14.6% |
| 3M | -0.4% | -5.3% | +4.8% | -1.7% |
| 6M | -15.0% | +124.5% | -139.6% | -21.1% |
| YTD | -7.1% | +126.7% | -133.7% | -14.1% |
| 1Y | -7.5% | +219.9% | -227.4% | -17.0% |
| 3Y | +6.3% | -61.6% | +67.9% | +1.9% |
| 5Y | +37.3% | -90.5% | +127.8% | +37.3% |
| All | +277.0% | -95.8% | +372.9% | +295.2% |
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