+54.6%
TER vs FCEL
-96.5%
+151.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.5% | -9.0% | +0.3% |
| 7D | -20.5% | -11.2% | -9.2% | -18.5% |
| 30D | -47.0% | -45.8% | -1.2% | -40.4% |
| 3M | -43.3% | -51.0% | +7.7% | -35.8% |
| 6M | -42.9% | -22.2% | -20.7% | -42.6% |
| YTD | +12.9% | +36.3% | -23.4% | -3.2% |
| 1Y | +18.2% | +29.0% | -10.8% | +1.2% |
| 3Y | +151.8% | -70.9% | +222.7% | +151.4% |
| All | +54.6% | -96.5% | +151.1% | +136.6% |
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