+436.0%
META vs FCEL
-99.1%
+535.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +0.2% |
| 7D | +3.3% | -8.3% | +11.6% | +3.6% |
| 30D | -10.8% | -43.0% | +32.2% | -8.8% |
| 3M | +7.9% | -48.2% | +56.1% | +10.2% |
| 6M | +5.4% | -25.0% | +30.4% | +3.8% |
| YTD | -2.6% | +40.6% | -43.2% | -7.8% |
| 1Y | +1.9% | +36.0% | -34.1% | -3.7% |
| 3Y | +97.0% | -66.7% | +163.7% | +89.7% |
| 5Y | +97.6% | -96.7% | +194.3% | +104.6% |
| 10Y | +436.0% | -99.0% | +535.1% | +474.2% |
| All | +436.0% | -99.1% | +535.2% | +474.2% |
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