+661.1%
BX vs FCEL
-99.1%
+760.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.5% | +2.3% |
| 7D | -5.6% | +6.3% | -11.9% | -6.1% |
| 30D | -12.2% | -26.7% | +14.4% | -10.7% |
| 3M | +7.4% | -10.2% | +17.6% | +5.8% |
| 6M | +22.2% | +123.5% | -101.3% | +10.4% |
| YTD | -14.0% | +117.4% | -131.4% | -22.5% |
| 1Y | -27.3% | +146.0% | -173.3% | -35.9% |
| 3Y | +24.5% | -61.9% | +86.4% | +18.2% |
| 5Y | +18.9% | -90.5% | +109.4% | +20.3% |
| All | +661.1% | -99.1% | +760.2% | +678.0% |
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