-99.0%
FCEL vs BAH
+211.3%
-310.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.6% | +7.1% | +6.7% |
| 7D | +3.9% | -1.6% | +5.5% | +4.1% |
| 30D | -33.1% | +18.0% | -51.1% | -36.9% |
| 3M | -43.0% | +11.4% | -54.4% | -45.5% |
| 6M | -31.3% | +17.7% | -49.0% | -37.4% |
| YTD | +49.8% | +5.4% | +44.4% | +40.4% |
| 1Y | +48.2% | +2.8% | +45.4% | +40.3% |
| 3Y | -64.6% | -26.7% | -37.9% | -65.3% |
| 5Y | -96.7% | +8.1% | -104.8% | -97.6% |
| 10Y | -99.0% | +202.5% | -301.5% | -99.6% |
| All | -99.0% | +211.3% | -310.3% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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