-99.1%
FCEL vs BAH
+186.6%
-285.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.7% |
| 7D | +15.1% | -1.3% | +16.4% | +15.5% |
| 30D | -16.4% | -6.6% | -9.8% | -14.5% |
| 3M | -5.3% | -7.2% | +1.9% | -4.2% |
| 6M | +124.5% | -10.0% | +134.5% | +125.3% |
| YTD | +126.7% | -12.5% | +139.1% | +128.3% |
| 1Y | +219.9% | -27.9% | +247.8% | +251.0% |
| 3Y | -61.6% | -31.4% | -30.2% | -62.7% |
| 5Y | -90.5% | -3.2% | -87.3% | -92.8% |
| 10Y | -99.1% | +191.5% | -290.6% | -99.6% |
| All | -99.1% | +186.6% | -285.8% | -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