+911.5%
BE vs FCEL
-97.0%
+1,008.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.9% | +5.4% | +6.9% |
| 7D | +20.0% | -15.8% | +35.8% | +24.7% |
| 30D | +7.9% | -29.3% | +37.2% | +16.8% |
| 3M | -13.2% | -30.1% | +16.9% | -8.0% |
| 6M | +53.5% | +74.4% | -21.0% | +28.6% |
| YTD | +191.0% | +104.5% | +86.5% | +134.4% |
| 1Y | +360.5% | +281.4% | +79.1% | +218.7% |
| 3Y | +1,568.0% | -66.1% | +1,634.1% | +1,631.1% |
| 5Y | +1,055.2% | -91.9% | +1,147.0% | +1,491.1% |
| All | +911.5% | -97.0% | +1,008.5% | +1,328.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling