+1,449.6%
NET vs FCEL
+24.6%
+1,425.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.2% |
| 7D | -7.0% | -15.8% | +8.8% | -5.0% |
| 30D | -4.8% | -29.3% | +24.5% | -0.9% |
| 3M | +3.8% | -30.1% | +34.0% | +4.5% |
| 6M | +50.0% | +74.4% | -24.4% | +27.4% |
| YTD | +41.5% | +104.5% | -63.0% | +15.9% |
| 1Y | +32.8% | +281.4% | -248.5% | -3.6% |
| 3Y | +335.9% | -66.1% | +402.0% | +302.4% |
| 5Y | +113.8% | -91.9% | +205.7% | +139.4% |
| All | +1,449.6% | +24.6% | +1,425.0% | +1,739.2% |
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