+19.0%
MSCI vs FCEL
+32.6%
-13.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.0% | +11.4% | +5.2% |
| 7D | +11.5% | -14.9% | +26.3% | +11.1% |
| 30D | +22.1% | -41.7% | +63.7% | +20.8% |
| 3M | +18.4% | -53.2% | +71.6% | +17.0% |
| 6M | +16.6% | -19.0% | +35.7% | +14.9% |
| YTD | +18.8% | +44.2% | -25.3% | +17.3% |
| 1Y | +19.0% | +42.4% | -23.5% | +17.6% |
| All | +19.0% | +32.6% | -13.6% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling