-97.0%
FCEL vs BROS
-49.1%
-47.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.7% | -2.7% | -5.0% |
| 7D | +14.8% | -2.5% | +17.3% | +16.0% |
| 30D | -33.9% | -11.2% | -22.6% | -31.0% |
| 3M | -52.7% | -33.9% | -18.8% | -45.3% |
| 6M | -40.0% | -33.5% | -6.5% | -31.7% |
| YTD | +40.2% | -44.9% | +85.2% | +69.6% |
| 1Y | +32.9% | -41.5% | +74.4% | +57.0% |
| 3Y | -66.8% | +22.4% | -89.3% | -76.5% |
| 5Y | -97.0% | -45.7% | -51.3% | -96.9% |
| All | -97.0% | -49.1% | -47.8% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling