+950.6%
BX vs FCEL
-99.9%
+1,050.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +18.8% | -20.4% | -3.7% |
| 7D | -2.0% | +4.0% | -5.9% | -2.8% |
| 30D | -2.3% | -13.1% | +10.8% | -1.6% |
| 3M | +18.5% | +14.6% | +3.9% | +12.1% |
| 6M | +23.7% | +133.7% | -110.0% | +3.7% |
| YTD | -10.4% | +143.0% | -153.3% | -25.8% |
| 1Y | -19.6% | +320.9% | -340.4% | -39.3% |
| 3Y | +30.8% | -58.9% | +89.7% | +18.0% |
| 5Y | +24.3% | -89.7% | +114.0% | +25.7% |
| 10Y | +679.5% | -99.1% | +778.5% | +693.7% |
| All | +950.6% | -99.9% | +1,050.6% | +1,026.7% |
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