+779.7%
MSCI vs FCEL
-98.9%
+878.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.6% | -7.8% | +0.5% |
| 7D | +1.5% | +3.0% | -1.6% | +1.2% |
| 30D | +14.4% | -40.0% | +54.4% | +16.3% |
| 3M | +15.2% | -47.0% | +62.2% | +17.2% |
| 6M | +11.2% | -21.0% | +32.2% | +9.1% |
| YTD | +13.9% | +48.0% | -34.1% | +7.7% |
| 1Y | +12.5% | +43.9% | -31.4% | +6.1% |
| 3Y | +32.3% | -67.5% | +99.8% | +27.7% |
| 5Y | +4.9% | -96.7% | +101.5% | +9.4% |
| 10Y | +779.7% | -99.0% | +878.7% | +847.0% |
| All | +779.7% | -98.9% | +878.6% | +847.0% |
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