+1,381.0%
NET vs FCEL
-12.2%
+1,393.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.0% | +3.4% | -1.8% |
| 7D | -16.4% | -14.9% | -1.5% | -14.5% |
| 30D | -25.8% | -41.7% | +15.8% | -20.8% |
| 3M | -11.5% | -53.2% | +41.6% | -3.9% |
| 6M | +18.9% | -19.0% | +38.0% | +13.1% |
| YTD | +35.2% | +44.2% | -9.0% | +14.7% |
| 1Y | +14.5% | +42.4% | -28.0% | -3.9% |
| 3Y | +313.8% | -71.9% | +385.7% | +287.1% |
| 5Y | +32.6% | -96.2% | +128.8% | +57.6% |
| All | +1,381.0% | -12.2% | +1,393.2% | +1,720.6% |
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