+340.4%
RF vs FCEL
-99.2%
+439.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | +1.3% | -15.8% | +17.1% | +2.2% |
| 30D | -3.6% | -29.3% | +25.7% | -2.0% |
| 3M | +8.1% | -30.1% | +38.2% | +8.1% |
| 6M | +11.5% | +74.4% | -63.0% | +3.9% |
| YTD | +15.6% | +104.5% | -88.9% | +6.1% |
| 1Y | +15.7% | +281.4% | -265.7% | +0.9% |
| 3Y | +86.9% | -66.1% | +153.0% | +79.9% |
| 5Y | +89.8% | -91.9% | +181.7% | +91.8% |
| All | +340.4% | -99.2% | +439.7% | +371.2% |
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