+47.5%
BP vs FCEL
-68.0%
+115.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +0.1% |
| 7D | -6.3% | -8.3% | +2.0% | -6.2% |
| 30D | -3.6% | -43.0% | +39.4% | -2.8% |
| 3M | +5.2% | -48.2% | +53.4% | +6.0% |
| 6M | +5.3% | -25.0% | +30.3% | +3.6% |
| YTD | +33.1% | +40.6% | -7.5% | +27.2% |
| 1Y | +26.3% | +36.0% | -9.7% | +20.3% |
| 3Y | +47.5% | -66.7% | +114.2% | +44.5% |
| All | +47.5% | -68.0% | +115.5% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling