+330.8%
JCI vs FCEL
-99.2%
+430.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.5% | -1.2% |
| 7D | +0.4% | +6.3% | -5.9% | +0.1% |
| 30D | -7.7% | -18.8% | +11.1% | -7.1% |
| 3M | +2.8% | -3.8% | +6.6% | +1.8% |
| 6M | +7.2% | +121.1% | -113.9% | +1.5% |
| YTD | +20.0% | +113.3% | -93.3% | +13.2% |
| 1Y | +33.3% | +173.5% | -140.3% | +23.6% |
| 3Y | +161.3% | -63.9% | +225.2% | +154.0% |
| 5Y | +108.8% | -90.7% | +199.5% | +108.6% |
| All | +330.8% | -99.2% | +430.0% | +356.4% |
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 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