-16.6%
BX vs FCEL
+269.1%
-285.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | -4.4% | -15.8% | +11.4% | -3.7% |
| 30D | +0.1% | -29.3% | +29.4% | +1.4% |
| 3M | +16.0% | -30.1% | +46.2% | +15.4% |
| 6M | +21.6% | +74.4% | -52.8% | +11.1% |
| YTD | -8.9% | +104.5% | -113.4% | -18.5% |
| 1Y | -16.6% | +281.4% | -298.0% | -29.2% |
| All | -16.6% | +269.1% | -285.7% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling