+484.0%
V vs FCEL
-99.1%
+583.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +1.5% |
| 7D | +0.9% | -2.8% | +3.7% | +1.0% |
| 30D | +9.0% | -31.6% | +40.6% | +10.0% |
| 3M | +16.7% | -52.4% | +69.1% | +18.7% |
| 6M | +33.4% | -51.4% | +84.8% | +33.8% |
| YTD | +22.4% | +32.4% | -10.1% | +17.7% |
| 1Y | +27.7% | +37.5% | -9.8% | +22.4% |
| 3Y | +78.0% | -69.3% | +147.2% | +73.5% |
| 5Y | +108.5% | -97.1% | +205.6% | +115.7% |
| All | +484.0% | -99.1% | +583.1% | +533.0% |
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