+261.5%
RF vs FCEL
-98.9%
+360.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.6% | -6.4% | +1.7% |
| 7D | -0.1% | +3.0% | -3.2% | -0.4% |
| 30D | +7.0% | -40.0% | +47.0% | +9.7% |
| 3M | -7.0% | -47.0% | +40.0% | -4.6% |
| 6M | +6.8% | -21.0% | +27.8% | +4.4% |
| YTD | +9.9% | +48.0% | -38.1% | +2.0% |
| 1Y | +21.1% | +43.9% | -22.8% | +12.2% |
| 3Y | +119.6% | -67.5% | +187.1% | +110.6% |
| 5Y | +46.2% | -96.7% | +142.9% | +54.1% |
| 10Y | +261.5% | -99.0% | +360.5% | +289.9% |
| All | +261.5% | -98.9% | +360.4% | +289.9% |
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