+365.6%
NDAQ vs FCEL
-99.2%
+464.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | -2.2% |
| 7D | -6.8% | +6.3% | -13.1% | -7.0% |
| 30D | -3.2% | -18.8% | +15.6% | -2.8% |
| 3M | +6.5% | -3.8% | +10.3% | +5.5% |
| 6M | +5.7% | +121.1% | -115.4% | +0.9% |
| YTD | -4.6% | +113.3% | -117.9% | -9.2% |
| 1Y | -1.6% | +173.5% | -175.1% | -7.6% |
| 3Y | +86.4% | -63.9% | +150.4% | +81.8% |
| 5Y | +50.3% | -90.7% | +141.0% | +50.5% |
| All | +365.6% | -99.2% | +464.8% | +341.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling