+293.5%
JCI vs FCEL
-99.1%
+392.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -2.0% |
| 7D | +3.2% | -2.8% | +6.0% | +3.3% |
| 30D | -8.6% | -31.6% | +23.0% | -7.1% |
| 3M | -7.7% | -52.4% | +44.7% | -5.1% |
| 6M | -2.6% | -51.4% | +48.8% | -1.3% |
| YTD | +17.4% | +32.4% | -15.1% | +12.9% |
| 1Y | +16.9% | +37.5% | -20.6% | +12.0% |
| 3Y | +186.7% | -69.3% | +256.0% | +181.2% |
| 5Y | +95.4% | -97.1% | +192.5% | +103.4% |
| All | +293.5% | -99.1% | +392.7% | +306.2% |
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