+34.1%
MSCI vs FCEL
-74.5%
+108.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.5% | -13.8% | -2.2% |
| 7D | +2.8% | -11.2% | +14.1% | +2.8% |
| 30D | +15.4% | -45.8% | +61.2% | +15.1% |
| 3M | +13.4% | -51.0% | +64.4% | +13.1% |
| 6M | +10.9% | -22.2% | +33.2% | +9.9% |
| YTD | +13.0% | +36.3% | -23.3% | +11.4% |
| 1Y | +12.0% | +29.0% | -17.0% | +10.5% |
| 3Y | +34.1% | -70.9% | +105.0% | +36.0% |
| All | +34.1% | -74.5% | +108.6% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling