+76.2%
O vs FCEL
-99.1%
+175.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.8% | -0.6% |
| 7D | -0.4% | -2.8% | +2.4% | -0.3% |
| 30D | +7.1% | -31.6% | +38.8% | +8.0% |
| 3M | -5.2% | -52.4% | +47.2% | -3.8% |
| 6M | -1.8% | -51.4% | +49.6% | -1.5% |
| YTD | +9.1% | +32.4% | -23.4% | +5.2% |
| 1Y | +9.7% | +37.5% | -27.8% | +5.5% |
| 3Y | +39.1% | -69.3% | +108.4% | +36.2% |
| 5Y | +8.4% | -97.1% | +105.5% | +11.8% |
| All | +76.2% | -99.1% | +175.3% | +72.0% |
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