-99.7%
FCEL vs BAH
+886.2%
-985.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.5% |
| 7D | -15.8% | -3.2% | -12.6% | -14.6% |
| 30D | -29.3% | +2.0% | -31.3% | -29.9% |
| 3M | -30.1% | -7.6% | -22.5% | -29.3% |
| 6M | +74.4% | -5.7% | +80.1% | +70.7% |
| YTD | +104.5% | -11.7% | +116.2% | +104.8% |
| 1Y | +281.4% | -27.4% | +308.7% | +317.5% |
| 3Y | -66.1% | -32.5% | -33.6% | -65.5% |
| 5Y | -91.9% | -3.3% | -88.5% | -93.3% |
| 10Y | -99.2% | +186.0% | -285.2% | -99.6% |
| All | -99.7% | +886.2% | -985.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling