-53.1%
TE vs FCEL
-75.7%
+22.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.2% |
| 7D | +0.2% | +6.3% | -6.1% | -1.3% |
| 30D | -5.9% | -26.7% | +20.8% | +1.1% |
| 3M | -45.6% | -10.2% | -35.4% | -45.8% |
| 6M | -43.4% | +123.5% | -166.9% | -57.3% |
| YTD | -31.0% | +117.4% | -148.4% | -47.4% |
| 1Y | +145.2% | +146.0% | -0.8% | +77.8% |
| 3Y | -24.1% | -61.9% | +37.8% | -26.2% |
| 5Y | -48.1% | -90.5% | +42.4% | -39.9% |
| All | -53.1% | -75.7% | +22.6% | -44.3% |
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