-99.2%
FCEL vs BB
-0.1%
-99.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.7% | -3.2% | -4.8% |
| 7D | +6.3% | -2.1% | +8.3% | +7.5% |
| 30D | -18.8% | -16.0% | -2.8% | -12.5% |
| 3M | -3.8% | -14.5% | +10.7% | +3.7% |
| 6M | +121.1% | +118.6% | +2.6% | +59.4% |
| YTD | +113.3% | +98.9% | +14.3% | +60.0% |
| 1Y | +173.5% | +99.5% | +74.0% | +106.1% |
| 3Y | -63.9% | +65.4% | -129.3% | -72.8% |
| 5Y | -90.7% | -27.6% | -63.0% | -90.8% |
| All | -99.2% | -0.1% | -99.0% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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