+227.5%
LOW vs FCEL
-99.1%
+326.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -3.7% | +6.3% | -10.0% | -4.0% |
| 30D | -8.9% | -26.7% | +17.8% | -8.0% |
| 3M | -10.4% | -10.2% | -0.2% | -11.2% |
| 6M | -19.4% | +123.5% | -142.9% | -24.1% |
| YTD | -17.1% | +117.4% | -134.5% | -22.2% |
| 1Y | -26.3% | +146.0% | -172.2% | -31.8% |
| 3Y | -9.9% | -61.9% | +52.0% | -12.8% |
| 5Y | +6.1% | -90.5% | +96.6% | +6.2% |
| All | +227.5% | -99.1% | +326.7% | +274.6% |
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