+281.4%
FCEL vs BRO
-24.4%
+305.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +0.9% |
| 7D | -15.8% | -2.6% | -13.2% | -17.2% |
| 30D | -29.3% | +0.9% | -30.2% | -28.5% |
| 3M | -30.1% | +24.8% | -54.9% | -26.1% |
| 6M | +74.4% | -0.1% | +74.5% | +88.6% |
| YTD | +104.5% | -9.7% | +114.2% | +124.7% |
| 1Y | +281.4% | -24.5% | +305.9% | +417.6% |
| All | +281.4% | -24.4% | +305.8% | +417.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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