-99.0%
FCEL vs A
+308.8%
-407.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +6.9% |
| 7D | +3.9% | -0.1% | +4.0% | +4.6% |
| 30D | -33.1% | +3.3% | -36.4% | -34.1% |
| 3M | -43.0% | +18.5% | -61.5% | -50.2% |
| 6M | -31.3% | +59.3% | -90.6% | -53.7% |
| YTD | +49.8% | +31.0% | +18.8% | +14.9% |
| 1Y | +48.2% | +19.3% | +28.9% | +23.1% |
| 3Y | -64.6% | +66.8% | -131.4% | -79.4% |
| 5Y | -96.7% | +15.5% | -112.2% | -97.3% |
| 10Y | -99.0% | +312.3% | -411.4% | -99.6% |
| All | -99.0% | +308.8% | -407.8% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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