-48.5%
TE vs FCEL
-91.3%
+42.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.9% | -0.8% | -4.6% |
| 7D | +0.9% | +6.3% | -5.4% | -1.4% |
| 30D | -16.3% | -18.8% | +2.5% | -11.4% |
| 3M | -40.8% | -3.8% | -36.9% | -43.5% |
| 6M | -42.6% | +121.1% | -163.7% | -64.3% |
| YTD | -31.4% | +113.3% | -144.7% | -56.6% |
| 1Y | +144.9% | +173.5% | -28.6% | +33.7% |
| 3Y | -26.0% | -63.9% | +37.9% | -24.8% |
| 5Y | -48.5% | -90.7% | +42.2% | -21.4% |
| All | -48.5% | -91.3% | +42.8% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling