-99.1%
FCEL vs BR
+189.7%
-288.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +6.3% | -3.0% | +9.3% | +7.7% |
| 30D | -26.7% | -0.3% | -26.4% | -27.0% |
| 3M | -10.2% | +17.3% | -27.5% | -20.7% |
| 6M | +123.5% | -6.7% | +130.2% | +124.8% |
| YTD | +117.4% | -23.4% | +140.8% | +145.1% |
| 1Y | +146.0% | -32.7% | +178.6% | +203.3% |
| 3Y | -61.9% | -5.9% | -56.0% | -64.4% |
| 5Y | -90.5% | +8.4% | -98.9% | -92.0% |
| All | -99.1% | +189.7% | -288.8% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling