-91.4%
FCEL vs BROS
+35.1%
-126.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.6% |
| 7D | +6.3% | -5.8% | +12.0% | +8.3% |
| 30D | -26.7% | -14.0% | -12.7% | -23.4% |
| 3M | -10.2% | -32.5% | +22.3% | +1.2% |
| 6M | +123.5% | -14.9% | +138.4% | +130.3% |
| YTD | +117.4% | -28.3% | +145.7% | +136.4% |
| 1Y | +146.0% | -34.0% | +180.0% | +172.5% |
| 3Y | -61.9% | +63.0% | -124.8% | -72.7% |
| All | -91.4% | +35.1% | -126.5% | -92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling