-100.0%
FCEL vs BG
+1,185.2%
-1,285.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +4.4% | +14.4% | +16.7% |
| 7D | +4.0% | +2.4% | +1.6% | +2.9% |
| 30D | -13.1% | +15.0% | -28.1% | -19.3% |
| 3M | +14.6% | -0.7% | +15.2% | +12.0% |
| 6M | +133.7% | +7.5% | +126.2% | +118.6% |
| YTD | +143.0% | +41.6% | +101.4% | +98.3% |
| 1Y | +320.9% | +50.7% | +270.2% | +225.9% |
| 3Y | -58.9% | +20.3% | -79.2% | -65.1% |
| 5Y | -89.7% | +85.2% | -174.9% | -93.3% |
| 10Y | -99.1% | +160.6% | -259.7% | -99.5% |
| All | -100.0% | +1,185.2% | -1,285.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling