-58.9%
FCEL vs BBWI
-44.4%
-14.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.1% | +21.9% | +20.0% |
| 7D | +4.0% | +1.6% | +2.4% | +3.2% |
| 30D | -13.1% | -6.2% | -6.9% | -11.8% |
| 3M | +14.6% | +4.3% | +10.2% | +12.0% |
| 6M | +133.7% | -7.2% | +140.8% | +134.7% |
| YTD | +143.0% | -3.0% | +146.0% | +138.2% |
| 1Y | +320.9% | -30.8% | +351.6% | +372.2% |
| 3Y | -58.9% | -43.4% | -15.5% | -60.0% |
| All | -58.9% | -44.4% | -14.4% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling