+572.1%
ON vs FCEL
-99.2%
+671.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | -0.5% |
| 7D | -4.7% | +6.3% | -11.0% | -5.6% |
| 30D | -13.5% | -18.8% | +5.3% | -12.1% |
| 3M | -36.3% | -3.8% | -32.5% | -37.9% |
| 6M | +17.8% | +121.1% | -103.4% | +3.2% |
| YTD | +29.6% | +113.3% | -83.7% | +13.1% |
| 1Y | +45.8% | +173.5% | -127.7% | +21.9% |
| 3Y | -28.3% | -63.9% | +35.6% | -32.4% |
| 5Y | +49.6% | -90.7% | +140.3% | +54.4% |
| All | +572.1% | -99.2% | +671.3% | +763.3% |
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