-99.8%
FCEL vs BB
+258.8%
-358.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -15.8% | -5.6% | -10.2% | -14.1% |
| 30D | -29.3% | -11.8% | -17.5% | -26.5% |
| 3M | -30.1% | -25.5% | -4.6% | -22.7% |
| 6M | +74.4% | +121.3% | -46.8% | +35.3% |
| YTD | +104.5% | +103.2% | +1.3% | +63.1% |
| 1Y | +281.4% | +102.6% | +178.7% | +205.5% |
| 3Y | -66.1% | +37.5% | -103.6% | -70.9% |
| 5Y | -91.9% | -30.4% | -61.4% | -91.3% |
| 10Y | -99.2% | 0.0% | -99.2% | -99.4% |
| All | -99.8% | +258.8% | -358.6% | -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