+190.7%
FCEL vs BROS
-30.8%
+221.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.7% | -6.1% |
| 7D | +15.1% | -6.6% | +21.7% | +17.4% |
| 30D | -16.4% | -12.3% | -4.1% | -13.0% |
| 3M | -5.3% | -22.2% | +16.9% | +3.3% |
| 6M | +124.5% | -14.3% | +138.8% | +134.6% |
| YTD | +126.7% | -26.6% | +153.2% | +145.9% |
| All | +190.7% | -30.8% | +221.5% | +170.6% |
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