+1,006.2%
TER vs FCEL
-99.1%
+1,105.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.7% | +0.3% |
| 7D | -8.9% | -8.3% | -0.6% | -8.0% |
| 30D | -39.1% | -43.0% | +3.9% | -35.5% |
| 3M | -32.8% | -48.2% | +15.4% | -28.7% |
| 6M | -31.7% | -25.0% | -6.8% | -31.0% |
| YTD | +26.9% | +40.6% | -13.7% | +18.7% |
| 1Y | +33.6% | +36.0% | -2.4% | +24.7% |
| 3Y | +181.5% | -66.7% | +248.2% | +175.7% |
| 5Y | +76.1% | -96.7% | +172.8% | +95.6% |
| 10Y | +1,006.2% | -99.0% | +1,105.2% | +1,320.4% |
| All | +1,006.2% | -99.1% | +1,105.4% | +1,320.4% |
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 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