-99.9%
FCEL vs BR
+1,286.0%
-1,385.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.5% | +21.3% | +20.5% |
| 7D | +4.0% | -5.9% | +9.9% | +8.2% |
| 30D | -13.1% | +1.9% | -15.0% | -15.1% |
| 3M | +14.6% | +14.7% | -0.1% | -0.6% |
| 6M | +133.7% | -12.8% | +146.4% | +143.1% |
| YTD | +143.0% | -23.0% | +166.0% | +171.1% |
| 1Y | +320.9% | -31.7% | +352.5% | +412.9% |
| 3Y | -58.9% | -4.8% | -54.1% | -62.4% |
| 5Y | -89.7% | +7.8% | -97.5% | -91.2% |
| 10Y | -99.1% | +184.1% | -283.1% | -99.7% |
| All | -99.9% | +1,286.0% | -1,385.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling