+42.4%
FCEL vs BRO
-3.6%
+46.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.5% | -10.4% | -1.4% |
| 7D | -14.9% | +12.4% | -27.3% | -3.3% |
| 30D | -41.7% | +21.6% | -63.3% | -27.4% |
| 3M | -53.2% | +4.3% | -57.5% | -48.5% |
| 6M | -19.0% | +29.2% | -48.2% | -0.9% |
| YTD | +44.2% | -6.4% | +50.5% | +64.2% |
| 1Y | +42.4% | -5.3% | +47.7% | +64.1% |
| All | +42.4% | -3.6% | +46.0% | +64.1% |
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