-99.9%
FCEL vs BB
+325.0%
-424.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.0% | -3.4% | -5.4% |
| 7D | +14.8% | +9.0% | +5.8% | +12.0% |
| 30D | -33.9% | +7.7% | -41.5% | -35.2% |
| 3M | -52.7% | +4.0% | -56.7% | -53.0% |
| 6M | -40.0% | +46.6% | -86.6% | -46.6% |
| YTD | +40.2% | +140.6% | -100.4% | +6.7% |
| 1Y | +32.9% | +103.1% | -70.2% | +7.4% |
| 3Y | -66.8% | +150.5% | -217.4% | -75.8% |
| 5Y | -97.0% | -15.4% | -81.6% | -96.9% |
| 10Y | -99.1% | +25.4% | -124.5% | -99.3% |
| All | -99.9% | +325.0% | -424.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling