-99.8%
FCEL vs BBWI
+864.7%
-964.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.0% | -6.1% |
| 7D | -2.8% | +0.1% | -3.0% | -2.8% |
| 30D | -31.6% | +12.9% | -44.5% | -35.1% |
| 3M | -52.4% | +16.0% | -68.4% | -55.9% |
| 6M | -51.4% | +16.6% | -68.0% | -55.1% |
| YTD | +32.4% | +9.7% | +22.7% | +21.9% |
| 1Y | +37.5% | +1.5% | +36.0% | +27.3% |
| 3Y | -69.3% | -21.4% | -47.9% | -69.8% |
| 5Y | -97.1% | -67.6% | -29.6% | -96.2% |
| 10Y | -99.1% | -46.8% | -52.3% | -99.2% |
| All | -99.8% | +864.7% | -964.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling