+231.7%
RF vs FCEL
-99.0%
+330.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.7% | -0.6% |
| 7D | -1.3% | +3.9% | -5.2% | -1.7% |
| 30D | +4.6% | -33.1% | +37.7% | +6.6% |
| 3M | -8.4% | -43.0% | +34.5% | -6.5% |
| 6M | +8.9% | -31.3% | +40.2% | +7.4% |
| YTD | +8.8% | +49.8% | -41.0% | +0.9% |
| 1Y | +18.9% | +48.2% | -29.3% | +9.9% |
| 3Y | +116.0% | -64.6% | +180.5% | +106.0% |
| 5Y | +46.0% | -96.7% | +142.8% | +54.1% |
| 10Y | +231.7% | -99.0% | +330.7% | +260.0% |
| All | +231.7% | -99.0% | +330.7% | +260.0% |
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