+120.2%
BKR vs FCEL
-99.1%
+219.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | -7.0% | +6.3% | -13.3% | -7.3% |
| 30D | -8.1% | -26.7% | +18.6% | -7.0% |
| 3M | -6.6% | -10.2% | +3.6% | -7.5% |
| 6M | +0.9% | +123.5% | -122.6% | -5.7% |
| YTD | +31.1% | +117.4% | -86.3% | +22.3% |
| 1Y | +27.7% | +146.0% | -118.3% | +17.3% |
| 3Y | +71.2% | -61.9% | +133.1% | +64.7% |
| 5Y | +177.6% | -90.5% | +268.1% | +177.8% |
| All | +120.2% | -99.1% | +219.3% | +120.2% |
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