+425.7%
META vs FCEL
-98.9%
+524.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.6% | -3.5% | +4.7% |
| 7D | +5.7% | +3.0% | +2.7% | +5.5% |
| 30D | -10.8% | -40.0% | +29.2% | -9.0% |
| 3M | +8.4% | -47.0% | +55.4% | +10.6% |
| 6M | +5.4% | -21.0% | +26.4% | +3.5% |
| YTD | -2.6% | +48.0% | -50.6% | -8.0% |
| 1Y | +3.5% | +43.9% | -40.4% | -2.4% |
| 3Y | +102.0% | -67.5% | +169.5% | +94.8% |
| 5Y | +93.1% | -96.7% | +189.7% | +99.7% |
| 10Y | +425.7% | -99.0% | +524.7% | +463.0% |
| All | +425.7% | -98.9% | +524.6% | +463.0% |
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