-89.7%
FCEL vs BAH
-2.8%
-86.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.9% | +19.7% | +18.9% |
| 7D | +4.0% | -4.3% | +8.3% | +4.7% |
| 30D | -13.1% | -4.5% | -8.6% | -12.5% |
| 3M | +14.6% | -7.6% | +22.2% | +16.1% |
| 6M | +133.7% | -10.6% | +144.3% | +136.5% |
| YTD | +143.0% | -12.6% | +155.5% | +146.4% |
| 1Y | +320.9% | -27.0% | +347.8% | +348.3% |
| 3Y | -58.9% | -31.5% | -27.4% | -63.8% |
| 5Y | -89.7% | -3.8% | -85.8% | -93.3% |
| All | -89.7% | -2.8% | -86.8% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling