+42.4%
FCEL vs BROS
-18.6%
+61.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -6.3% |
| 7D | -14.9% | +2.5% | -17.3% | -15.6% |
| 30D | -41.7% | +15.1% | -56.7% | -44.7% |
| 3M | -53.2% | -31.4% | -21.8% | -46.3% |
| 6M | -19.0% | -22.6% | +3.6% | -10.7% |
| YTD | +44.2% | -28.1% | +72.3% | +64.1% |
| 1Y | +42.4% | -20.3% | +62.7% | +53.3% |
| All | +42.4% | -18.6% | +61.0% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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