-61.9%
FCEL vs BRO
-7.6%
-54.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +6.3% | -7.3% | +13.6% | +3.7% |
| 30D | -26.7% | -6.9% | -19.8% | -28.1% |
| 3M | -10.2% | +10.7% | -20.8% | -10.4% |
| 6M | +123.5% | -2.7% | +126.2% | +125.1% |
| YTD | +117.4% | -16.3% | +133.7% | +120.3% |
| 1Y | +146.0% | -29.1% | +175.1% | +154.9% |
| 3Y | -61.9% | -7.8% | -54.1% | -68.4% |
| All | -61.9% | -7.6% | -54.3% | -68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling