-7.5%
MSCI vs FCEL
-91.9%
+84.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | +0.4% | -15.8% | +16.2% | +1.2% |
| 30D | +0.6% | -29.3% | +29.8% | +2.1% |
| 3M | -7.1% | -30.1% | +23.1% | -7.4% |
| 6M | +0.8% | +74.4% | -73.6% | -7.6% |
| YTD | +1.0% | +104.5% | -103.5% | -9.1% |
| 1Y | +4.3% | +281.4% | -277.1% | -12.9% |
| 3Y | +9.9% | -66.1% | +76.0% | +10.2% |
| All | -7.5% | -91.9% | +84.4% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling