-99.1%
FCEL vs BBY
+252.7%
-351.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +0.1% |
| 7D | +6.3% | +0.6% | +5.7% | +5.9% |
| 30D | -26.7% | +9.4% | -36.1% | -31.2% |
| 3M | -10.2% | +19.3% | -29.5% | -20.9% |
| 6M | +123.5% | +47.9% | +75.6% | +65.7% |
| YTD | +117.4% | +39.6% | +77.8% | +65.8% |
| 1Y | +146.0% | +22.2% | +123.8% | +104.2% |
| 3Y | -61.9% | +45.0% | -106.9% | -73.8% |
| 5Y | -90.5% | +2.6% | -93.1% | -91.8% |
| All | -99.1% | +252.7% | -351.8% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling