-12.6%
TLT vs FCEL
-99.1%
+86.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.1% | -0.4% |
| 7D | -3.1% | -2.8% | -0.3% | -3.1% |
| 30D | +1.0% | -31.6% | +32.7% | +1.0% |
| 3M | -2.7% | -52.4% | +49.7% | -2.8% |
| 6M | -4.1% | -51.4% | +47.3% | -4.2% |
| YTD | -5.4% | +32.4% | -37.8% | -5.1% |
| 1Y | -7.0% | +37.5% | -44.5% | -6.7% |
| 3Y | +2.8% | -69.3% | +72.1% | +3.0% |
| 5Y | -35.4% | -97.1% | +61.8% | -36.0% |
| All | -12.6% | -99.1% | +86.5% | -13.8% |
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