+371.7%
TPR vs FCEL
-99.0%
+470.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.5% | -8.2% | -2.0% |
| 7D | +6.4% | +3.9% | +2.5% | +6.0% |
| 30D | +13.8% | -33.1% | +46.9% | +15.7% |
| 3M | -16.6% | -43.0% | +26.3% | -15.0% |
| 6M | +0.7% | -31.3% | +32.0% | -0.5% |
| YTD | +5.3% | +49.8% | -44.5% | -1.6% |
| 1Y | +32.4% | +48.2% | -15.8% | +23.3% |
| 3Y | +406.4% | -64.6% | +471.0% | +385.1% |
| 5Y | +227.9% | -96.7% | +324.6% | +238.8% |
| 10Y | +371.7% | -99.0% | +470.7% | +431.4% |
| All | +371.7% | -99.0% | +470.7% | +431.4% |
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