+2,417.1%
MSCI vs FCEL
-100.0%
+2,517.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | +0.4% | -15.8% | +16.2% | +1.5% |
| 30D | +0.6% | -29.3% | +29.8% | +2.6% |
| 3M | -7.1% | -30.1% | +23.1% | -7.2% |
| 6M | +0.8% | +74.4% | -73.6% | -7.9% |
| YTD | +1.0% | +104.5% | -103.5% | -9.5% |
| 1Y | +4.3% | +281.4% | -277.1% | -12.6% |
| 3Y | +9.9% | -66.1% | +76.0% | +3.6% |
| 5Y | -6.8% | -91.9% | +85.1% | -5.2% |
| 10Y | +614.7% | -99.2% | +713.9% | +635.7% |
| All | +2,417.1% | -100.0% | +2,517.1% | +2,776.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling