+16.0%
BX vs FCEL
-91.3%
+107.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.9% | +3.1% | -2.2% |
| 7D | -8.9% | +6.3% | -15.2% | -9.8% |
| 30D | -14.8% | -18.8% | +4.0% | -13.4% |
| 3M | +6.9% | -3.8% | +10.8% | +2.6% |
| 6M | +16.3% | +121.1% | -104.9% | -5.2% |
| YTD | -16.1% | +113.3% | -129.4% | -32.0% |
| 1Y | -26.8% | +173.5% | -200.3% | -44.7% |
| 3Y | +22.4% | -63.9% | +86.4% | +17.8% |
| 5Y | +16.0% | -90.7% | +106.7% | +38.8% |
| All | +16.0% | -91.3% | +107.3% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling