-38.4%
U vs FCEL
-79.0%
+40.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | +0.3% |
| 7D | 0.0% | +6.3% | -6.3% | -1.9% |
| 30D | -4.1% | -18.8% | +14.7% | -0.9% |
| 3M | +57.8% | -3.8% | +61.6% | +46.1% |
| 6M | +103.5% | +121.1% | -17.6% | +35.0% |
| YTD | -4.8% | +113.3% | -118.0% | -37.0% |
| 1Y | -2.4% | +173.5% | -175.9% | -43.5% |
| 3Y | +11.7% | -63.9% | +75.6% | -4.4% |
| 5Y | -68.9% | -90.7% | +21.8% | -59.4% |
| All | -38.4% | -79.0% | +40.5% | -33.7% |
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