-99.9%
FCEL vs A
+457.0%
-557.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | -15.8% | -1.9% | -13.9% | -15.0% |
| 30D | -29.3% | +6.9% | -36.2% | -32.2% |
| 3M | -30.1% | +9.2% | -39.4% | -34.1% |
| 6M | +74.4% | +25.7% | +48.8% | +48.7% |
| YTD | +104.5% | +11.5% | +93.0% | +85.2% |
| 1Y | +281.4% | +18.4% | +263.0% | +233.3% |
| 3Y | -66.1% | +26.6% | -92.7% | -71.7% |
| 5Y | -91.9% | -12.8% | -79.0% | -91.4% |
| 10Y | -99.2% | +247.2% | -346.4% | -99.6% |
| All | -99.9% | +457.0% | -557.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling