+162.2%
W vs FCEL
-99.1%
+261.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.9% | +1.1% |
| 7D | +5.9% | +15.1% | -9.2% | +3.6% |
| 30D | -3.0% | -16.4% | +13.4% | -1.5% |
| 3M | +40.3% | -5.3% | +45.6% | +35.9% |
| 6M | +32.2% | +124.5% | -92.3% | +8.9% |
| YTD | -0.3% | +126.7% | -127.0% | -18.8% |
| 1Y | +16.2% | +219.9% | -203.7% | -13.4% |
| 3Y | +40.7% | -61.6% | +102.4% | +29.8% |
| 5Y | -62.3% | -90.5% | +28.2% | -58.9% |
| 10Y | +162.2% | -99.1% | +261.3% | +207.8% |
| All | +162.2% | -99.1% | +261.4% | +207.8% |
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