-90.6%
FCEL vs BB
-26.5%
-64.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.8% |
| 7D | +6.3% | -0.4% | +6.7% | +6.9% |
| 30D | -26.7% | -12.5% | -14.1% | -20.1% |
| 3M | -10.2% | -17.4% | +7.3% | +1.6% |
| 6M | +123.5% | +119.1% | +4.3% | +33.5% |
| YTD | +117.4% | +102.4% | +15.0% | +36.6% |
| 1Y | +146.0% | +98.2% | +47.8% | +56.7% |
| 3Y | -61.9% | +46.9% | -108.8% | -73.9% |
| All | -90.6% | -26.5% | -64.1% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling