+638.0%
XYZ vs FCEL
-98.9%
+736.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.6% | -5.0% | +2.7% |
| 7D | +14.9% | +3.0% | +11.8% | +14.2% |
| 30D | +14.7% | -40.0% | +54.6% | +20.1% |
| 3M | +12.1% | -47.0% | +59.1% | +17.5% |
| 6M | +18.3% | -21.0% | +39.3% | +13.2% |
| YTD | +36.1% | +48.0% | -12.0% | +18.4% |
| 1Y | +35.3% | +43.9% | -8.6% | +17.2% |
| 3Y | +73.5% | -67.5% | +141.0% | +60.9% |
| 5Y | -61.6% | -96.7% | +35.0% | -56.8% |
| 10Y | +638.0% | -99.0% | +737.0% | +879.6% |
| All | +638.0% | -98.9% | +736.9% | +879.6% |
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