+605.8%
MSCI vs FCEL
-99.0%
+704.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +18.8% | -22.6% | -4.5% |
| 7D | -2.1% | +4.0% | -6.1% | -2.4% |
| 30D | -1.7% | -13.1% | +11.3% | -1.5% |
| 3M | -8.2% | +14.6% | -22.8% | -10.1% |
| 6M | -2.4% | +133.7% | -136.1% | -8.6% |
| YTD | -2.8% | +143.0% | -145.8% | -9.5% |
| 1Y | -2.7% | +320.9% | -323.5% | -12.5% |
| 3Y | +7.3% | -58.9% | +66.2% | +3.3% |
| 5Y | -11.4% | -89.7% | +78.2% | -11.0% |
| 10Y | +605.8% | -99.1% | +704.9% | +649.3% |
| All | +605.8% | -99.0% | +704.8% | +649.3% |
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