-100.0%
FCEL vs A
+539.8%
-639.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.2% | -5.1% |
| 7D | +14.8% | +0.7% | +14.1% | +14.6% |
| 30D | -33.9% | +0.8% | -34.7% | -33.6% |
| 3M | -52.7% | +16.9% | -69.6% | -56.7% |
| 6M | -40.0% | +53.8% | -93.8% | -53.6% |
| YTD | +40.2% | +28.1% | +12.1% | +17.8% |
| 1Y | +32.9% | +15.0% | +17.9% | +18.7% |
| 3Y | -66.8% | +63.1% | -129.9% | -76.0% |
| 5Y | -97.0% | +11.5% | -108.4% | -97.2% |
| 10Y | -99.1% | +303.2% | -402.2% | -99.6% |
| All | -100.0% | +539.8% | -639.7% | -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