-89.0%
OPEN vs FCEL
-86.2%
-2.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.6% | +1.9% | -1.9% |
| 7D | -15.0% | -2.8% | -12.2% | -14.2% |
| 30D | -40.2% | -31.6% | -8.6% | -34.3% |
| 3M | -67.4% | -52.4% | -15.0% | -61.3% |
| 6M | -74.0% | -51.4% | -22.6% | -73.3% |
| YTD | -79.6% | +32.4% | -112.0% | -86.7% |
| 1Y | -86.1% | +37.5% | -123.6% | -91.3% |
| 3Y | -41.4% | -69.3% | +27.9% | -50.8% |
| 5Y | -94.9% | -97.1% | +2.3% | -90.6% |
| All | -89.0% | -86.2% | -2.8% | -83.2% |
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