+1,560.1%
BP vs FCEL
-99.8%
+1,659.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | +3.9% | -15.8% | +19.8% | +4.8% |
| 30D | +7.6% | -29.3% | +36.9% | +9.4% |
| 3M | +0.7% | -30.1% | +30.8% | +0.7% |
| 6M | +15.5% | +74.4% | -59.0% | +7.7% |
| YTD | +30.8% | +104.5% | -73.7% | +20.3% |
| 1Y | +34.3% | +281.4% | -247.1% | +17.2% |
| 3Y | +35.1% | -66.1% | +101.2% | +29.2% |
| 5Y | +126.8% | -91.9% | +218.7% | +127.2% |
| 10Y | +123.4% | -99.2% | +222.6% | +111.1% |
| All | +1,560.1% | -99.8% | +1,659.9% | +1,368.3% |
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