+135.7%
BP vs FCEL
-99.0%
+234.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.0% | +1.3% |
| 7D | -0.8% | +3.9% | -4.7% | -1.0% |
| 30D | -3.1% | -33.1% | +30.0% | -2.0% |
| 3M | +6.2% | -43.0% | +49.1% | +7.5% |
| 6M | +4.8% | -31.3% | +36.1% | +3.7% |
| YTD | +35.2% | +49.8% | -14.6% | +28.8% |
| 1Y | +27.4% | +48.2% | -20.8% | +21.0% |
| 3Y | +49.8% | -64.6% | +114.3% | +44.8% |
| 5Y | +109.4% | -96.7% | +206.1% | +116.5% |
| 10Y | +135.7% | -99.0% | +234.7% | +143.7% |
| All | +135.7% | -99.0% | +234.7% | +143.7% |
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