+8.9%
MSCI vs FCEL
-64.7%
+73.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | +0.4% | -15.8% | +16.2% | +0.4% |
| 30D | +0.6% | -29.3% | +29.8% | +0.6% |
| 3M | -7.1% | -30.1% | +23.1% | -7.3% |
| 6M | +0.8% | +74.4% | -73.6% | -0.9% |
| YTD | +1.0% | +104.5% | -103.5% | -1.0% |
| 1Y | +4.3% | +281.4% | -277.1% | +1.2% |
| All | +8.9% | -64.7% | +73.6% | +11.8% |
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 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