+2,715.8%
MSCI vs FCEL
-100.0%
+2,815.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.5% | -13.8% | -3.1% |
| 7D | +2.8% | -11.2% | +14.1% | +3.5% |
| 30D | +15.4% | -45.8% | +61.2% | +19.8% |
| 3M | +13.4% | -51.0% | +64.4% | +17.6% |
| 6M | +10.9% | -22.2% | +33.2% | +7.3% |
| YTD | +13.0% | +36.3% | -23.3% | +3.1% |
| 1Y | +12.0% | +29.0% | -17.0% | +2.1% |
| 3Y | +34.1% | -70.9% | +105.0% | +26.5% |
| 5Y | +3.9% | -96.3% | +100.2% | +11.4% |
| 10Y | +802.0% | -99.1% | +901.1% | +775.0% |
| All | +2,715.8% | -100.0% | +2,815.8% | +3,177.4% |
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