+462.9%
META vs FCEL
-99.1%
+562.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.6% | +8.5% | +3.1% |
| 7D | +5.2% | -2.8% | +8.0% | +5.3% |
| 30D | -13.0% | -31.6% | +18.6% | -11.7% |
| 3M | +7.9% | -52.4% | +60.3% | +10.7% |
| 6M | +4.2% | -51.4% | +55.6% | +4.8% |
| YTD | -2.5% | +32.4% | -35.0% | -7.6% |
| 1Y | +5.6% | +37.5% | -31.9% | -0.3% |
| 3Y | +96.8% | -69.3% | +166.1% | +90.2% |
| 5Y | +90.0% | -97.1% | +187.2% | +97.7% |
| All | +462.9% | -99.1% | +562.1% | +524.9% |
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