+42.4%
FCEL vs BLDR
-38.1%
+80.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +9.3% | -15.2% | -7.7% |
| 7D | -14.9% | +24.4% | -39.2% | -19.7% |
| 30D | -41.7% | +24.9% | -66.6% | -45.1% |
| 3M | -53.2% | -7.8% | -45.4% | -51.4% |
| 6M | -19.0% | -5.8% | -13.3% | -17.2% |
| YTD | +44.2% | -32.5% | +76.6% | +63.2% |
| 1Y | +42.4% | -36.7% | +79.1% | +64.4% |
| All | +42.4% | -38.1% | +80.5% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 1y: compounded portfolio wealth divided by compounded BLDR 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…
1y analysis · Full analysis span regression · 6 months rolling