+599.5%
XYZ vs FCEL
-99.1%
+698.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.5% | -9.8% | +0.5% |
| 7D | +12.1% | -11.2% | +23.4% | +13.2% |
| 30D | +12.4% | -45.8% | +58.2% | +18.9% |
| 3M | +8.2% | -51.0% | +59.2% | +14.3% |
| 6M | +20.7% | -22.2% | +42.9% | +15.6% |
| YTD | +31.3% | +36.3% | -4.9% | +15.3% |
| 1Y | +20.5% | +29.0% | -8.5% | +5.6% |
| 3Y | +72.6% | -70.9% | +143.5% | +62.0% |
| 5Y | -64.0% | -96.3% | +32.3% | -59.6% |
| All | +599.5% | -99.1% | +698.6% | +813.7% |
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