-90.7%
FCEL vs BG
+88.4%
-179.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.2% |
| 7D | +6.3% | +3.7% | +2.6% | +5.4% |
| 30D | -18.8% | +12.3% | -31.1% | -21.5% |
| 3M | -3.8% | -2.2% | -1.6% | -3.5% |
| 6M | +121.1% | +5.3% | +115.8% | +115.5% |
| YTD | +113.3% | +42.4% | +70.9% | +87.1% |
| 1Y | +173.5% | +55.2% | +118.3% | +129.6% |
| 3Y | -63.9% | +21.0% | -84.9% | -67.5% |
| 5Y | -90.7% | +87.1% | -177.8% | -93.0% |
| All | -90.7% | +88.4% | -179.1% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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