+454.5%
V vs FCEL
-99.1%
+553.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +0.3% |
| 7D | +0.6% | -8.3% | +8.9% | +0.8% |
| 30D | +9.7% | -43.0% | +52.7% | +11.4% |
| 3M | +17.3% | -48.2% | +65.4% | +19.0% |
| 6M | +33.2% | -25.0% | +58.2% | +31.6% |
| YTD | +21.3% | +40.6% | -19.3% | +16.5% |
| 1Y | +27.3% | +36.0% | -8.6% | +22.2% |
| 3Y | +76.1% | -66.7% | +142.8% | +71.2% |
| 5Y | +103.5% | -96.7% | +200.1% | +109.5% |
| 10Y | +454.5% | -99.0% | +553.5% | +487.0% |
| All | +454.5% | -99.1% | +553.6% | +487.0% |
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