+238.6%
SCHD vs FCEL
-99.1%
+337.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -2.0% | +6.3% | -8.2% | -2.2% |
| 30D | -0.4% | -26.7% | +26.3% | +0.3% |
| 3M | +5.7% | -10.2% | +15.9% | +4.9% |
| 6M | +11.9% | +123.5% | -111.6% | +6.7% |
| YTD | +26.4% | +117.4% | -90.9% | +20.4% |
| 1Y | +27.6% | +146.0% | -118.4% | +20.2% |
| 3Y | +54.9% | -61.9% | +116.8% | +50.7% |
| 5Y | +60.9% | -90.5% | +151.4% | +60.4% |
| All | +238.6% | -99.1% | +337.8% | +240.9% |
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