-10.3%
BX vs FCEL
+28.7%
-39.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +1.6% |
| 7D | +0.6% | -2.8% | +3.4% | +0.7% |
| 30D | +14.2% | -31.6% | +45.9% | +15.5% |
| 3M | -18.7% | -52.4% | +33.7% | -17.0% |
| 6M | +2.5% | -51.4% | +53.9% | +2.3% |
| YTD | -18.8% | +32.4% | -51.2% | -25.4% |
| 1Y | -10.3% | +37.5% | -47.8% | -17.2% |
| All | -10.3% | +28.7% | -39.0% | -17.2% |
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