+5.2%
FCEL vs BR
-10.4%
+15.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +2.4% | -17.7% | -12.6% |
| 7D | -26.7% | +8.9% | -35.5% | -18.9% |
| 30D | -56.8% | +22.2% | -79.0% | -45.6% |
| 3M | -57.8% | +19.4% | -77.2% | -47.2% |
| 6M | -34.1% | +29.1% | -63.2% | -7.1% |
| YTD | +22.2% | -11.5% | +33.7% | +43.7% |
| 1Y | +5.2% | -9.3% | +14.4% | +15.6% |
| All | +5.2% | -10.4% | +15.6% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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