+219.1%
TER vs FCEL
-90.2%
+309.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +18.8% | -14.6% | +0.8% |
| 7D | +11.0% | +4.0% | +7.0% | +9.6% |
| 30D | -1.9% | -13.1% | +11.2% | -0.2% |
| 3M | -0.7% | +14.6% | -15.2% | -5.3% |
| 6M | +36.4% | +133.7% | -97.3% | +7.7% |
| YTD | +92.4% | +143.0% | -50.5% | +49.3% |
| 1Y | +213.5% | +320.9% | -107.3% | +112.4% |
| 3Y | +277.2% | -58.9% | +336.1% | +253.4% |
| 5Y | +219.1% | -89.7% | +308.8% | +266.0% |
| All | +219.1% | -90.2% | +309.3% | +266.0% |
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