-34.9%
TLT vs FCEL
-90.4%
+55.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | -0.5% |
| 7D | -0.3% | +15.1% | -15.3% | -0.4% |
| 30D | 0.0% | -16.4% | +16.4% | +0.1% |
| 3M | -2.9% | -5.3% | +2.4% | -3.2% |
| 6M | -6.3% | +124.5% | -130.8% | -7.7% |
| YTD | -3.3% | +126.7% | -130.0% | -5.0% |
| 1Y | -4.2% | +219.9% | -224.1% | -6.6% |
| 3Y | -1.7% | -61.6% | +60.0% | -2.0% |
| 5Y | -34.9% | -90.5% | +55.6% | -34.9% |
| All | -34.9% | -90.4% | +55.5% | -34.9% |
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