-27.4%
U vs FCEL
-85.2%
+57.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.5% | -7.9% | -2.9% |
| 7D | +16.9% | +3.9% | +13.0% | +14.7% |
| 30D | +6.4% | -33.1% | +39.5% | +15.1% |
| 3M | +13.2% | -43.0% | +56.1% | +23.5% |
| 6M | +84.8% | -31.3% | +116.1% | +70.8% |
| YTD | +12.4% | +49.8% | -37.4% | -21.5% |
| 1Y | +19.8% | +48.2% | -28.4% | -18.1% |
| 3Y | +83.8% | -64.6% | +148.4% | +49.3% |
| 5Y | -72.7% | -96.7% | +24.0% | -57.2% |
| All | -27.4% | -85.2% | +57.9% | -17.4% |
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