+222.4%
FCEL vs BIYA
-99.8%
+322.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.7% |
| 7D | +15.1% | +2.7% | +12.3% | +15.1% |
| 30D | -16.4% | -16.7% | +0.2% | -16.6% |
| 3M | -5.3% | -74.6% | +69.4% | -7.5% |
| 6M | +124.5% | -85.4% | +209.9% | +122.5% |
| YTD | +126.7% | -94.2% | +220.9% | +130.8% |
| 1Y | +219.9% | -98.6% | +318.5% | +252.2% |
| All | +222.4% | -99.8% | +322.1% | +262.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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