+54.9%
SCHD vs FCEL
-62.7%
+117.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -2.0% | +6.3% | -8.2% | -2.1% |
| 30D | -0.4% | -26.7% | +26.3% | +0.1% |
| 3M | +5.7% | -10.2% | +15.9% | +4.9% |
| 6M | +11.9% | +123.5% | -111.6% | +7.1% |
| YTD | +26.4% | +117.4% | -90.9% | +20.7% |
| 1Y | +27.6% | +146.0% | -118.4% | +20.5% |
| 3Y | +54.9% | -61.9% | +116.8% | +52.9% |
| All | +54.9% | -62.7% | +117.6% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling