-99.8%
FCEL vs BBWI
+779.9%
-879.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.8% |
| 7D | -15.8% | +1.5% | -17.3% | -16.3% |
| 30D | -29.3% | -5.2% | -24.1% | -28.5% |
| 3M | -30.1% | +11.1% | -41.2% | -33.5% |
| 6M | +74.4% | -13.4% | +87.8% | +79.4% |
| YTD | +104.5% | +0.1% | +104.4% | +97.8% |
| 1Y | +281.4% | -36.1% | +317.5% | +327.0% |
| 3Y | -66.1% | -44.1% | -22.0% | -61.5% |
| 5Y | -91.9% | -66.2% | -25.6% | -89.2% |
| 10Y | -99.2% | -54.8% | -44.4% | -99.2% |
| All | -99.8% | +779.9% | -879.7% | -99.9% |
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