+13.8%
MSCI vs FCEL
+38.9%
-25.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.9% | -1.7% |
| 7D | -0.7% | +14.8% | -15.5% | -0.3% |
| 30D | +16.2% | -33.9% | +50.0% | +15.3% |
| 3M | +16.1% | -52.7% | +68.8% | +14.9% |
| 6M | +12.9% | -40.0% | +52.9% | +11.4% |
| YTD | +14.8% | +40.2% | -25.4% | +12.3% |
| 1Y | +13.8% | +32.9% | -19.2% | +10.8% |
| All | +13.8% | +38.9% | -25.1% | +10.8% |
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