+133.9%
BP vs FCEL
-99.1%
+233.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.7% | +8.5% | +2.0% |
| 7D | +4.0% | +15.1% | -11.1% | +3.4% |
| 30D | +7.8% | -16.4% | +24.3% | +8.3% |
| 3M | +8.4% | -5.3% | +13.6% | +7.2% |
| 6M | +15.1% | +124.5% | -109.5% | +8.9% |
| YTD | +36.4% | +126.7% | -90.3% | +28.6% |
| 1Y | +40.9% | +219.9% | -179.0% | +29.9% |
| 3Y | +38.8% | -61.6% | +100.5% | +34.3% |
| 5Y | +141.1% | -90.5% | +231.6% | +140.0% |
| 10Y | +133.9% | -99.1% | +233.0% | +145.8% |
| All | +133.9% | -99.1% | +233.0% | +145.8% |
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