+66.9%
T vs FCEL
-99.2%
+166.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.5% | +1.7% |
| 7D | -2.4% | +6.3% | -8.7% | -2.6% |
| 30D | +4.3% | -18.8% | +23.1% | +4.5% |
| 3M | +11.6% | -3.8% | +15.4% | +10.8% |
| 6M | -5.6% | +121.1% | -126.7% | -8.1% |
| YTD | +6.6% | +113.3% | -106.7% | +3.6% |
| 1Y | -8.4% | +173.5% | -181.9% | -11.8% |
| 3Y | +107.8% | -63.9% | +171.8% | +105.1% |
| 5Y | +68.3% | -90.7% | +159.0% | +68.6% |
| All | +66.9% | -99.2% | +166.1% | +61.8% |
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