-90.5%
FCEL vs BLDR
+13.4%
-103.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.8% | -5.5% |
| 7D | +15.1% | -2.7% | +17.8% | +16.4% |
| 30D | -16.4% | -14.7% | -1.7% | -9.6% |
| 3M | -5.3% | -20.8% | +15.6% | +5.9% |
| 6M | +124.5% | -35.3% | +159.9% | +181.7% |
| YTD | +126.7% | -40.3% | +167.0% | +194.6% |
| 1Y | +219.9% | -56.3% | +276.2% | +414.2% |
| 3Y | -61.6% | -56.1% | -5.5% | -43.7% |
| 5Y | -90.5% | +12.9% | -103.4% | -93.4% |
| All | -90.5% | +13.4% | -103.9% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling