+844.5%
MSCI vs FCEL
-99.1%
+943.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.2% |
| 7D | +2.7% | -2.8% | +5.5% | +2.7% |
| 30D | +17.4% | -31.6% | +49.1% | +18.8% |
| 3M | +14.8% | -52.4% | +67.2% | +17.3% |
| 6M | +16.1% | -51.4% | +67.5% | +16.4% |
| YTD | +16.0% | +32.4% | -16.4% | +10.0% |
| 1Y | +16.4% | +37.5% | -21.1% | +9.9% |
| 3Y | +35.3% | -69.3% | +104.6% | +30.8% |
| 5Y | +6.6% | -97.1% | +103.8% | +11.9% |
| All | +844.5% | -99.1% | +943.6% | +949.5% |
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