+553.0%
SCHD vs FCEL
-99.6%
+652.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.8% | -0.7% |
| 7D | -2.6% | +15.1% | -17.7% | -3.1% |
| 30D | -0.3% | -16.4% | +16.1% | +0.1% |
| 3M | +6.1% | -5.3% | +11.3% | +5.1% |
| 6M | +11.7% | +124.5% | -112.8% | +6.3% |
| YTD | +26.3% | +126.7% | -100.3% | +19.8% |
| 1Y | +28.8% | +219.9% | -191.1% | +19.8% |
| 3Y | +55.0% | -61.6% | +116.7% | +50.6% |
| 5Y | +60.0% | -90.5% | +150.5% | +59.5% |
| 10Y | +243.1% | -99.1% | +342.2% | +246.2% |
| All | +553.0% | -99.6% | +652.6% | +515.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling