-100.0%
FCEL vs BLDR
+414.6%
-514.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.0% |
| 7D | -15.8% | -2.8% | -13.0% | -15.0% |
| 30D | -29.3% | -13.3% | -16.0% | -26.2% |
| 3M | -30.1% | -12.3% | -17.9% | -27.6% |
| 6M | +74.4% | -31.5% | +105.9% | +95.8% |
| YTD | +104.5% | -36.1% | +140.6% | +134.0% |
| 1Y | +281.4% | -54.1% | +335.5% | +390.2% |
| 3Y | -66.1% | -55.8% | -10.3% | -56.4% |
| 5Y | -91.9% | +20.7% | -112.6% | -92.4% |
| 10Y | -99.2% | +390.2% | -489.5% | -99.5% |
| All | -100.0% | +414.6% | -514.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling