-89.7%
FCEL vs BBWI
-66.8%
-22.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.1% | +21.9% | +20.2% |
| 7D | +4.0% | +1.6% | +2.4% | +3.0% |
| 30D | -13.1% | -6.2% | -6.9% | -11.7% |
| 3M | +14.6% | +4.3% | +10.2% | +11.3% |
| 6M | +133.7% | -7.2% | +140.8% | +133.4% |
| YTD | +143.0% | -3.0% | +146.0% | +136.0% |
| 1Y | +320.9% | -30.8% | +351.6% | +369.6% |
| 3Y | -58.9% | -43.4% | -15.5% | -52.9% |
| 5Y | -89.7% | -66.7% | -22.9% | -83.2% |
| All | -89.7% | -66.8% | -22.9% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling