-91.9%
FCEL vs BROS
+43.3%
-135.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | -15.8% | -6.7% | -9.2% | -14.2% |
| 30D | -29.3% | -29.1% | -0.2% | -21.7% |
| 3M | -30.1% | -16.7% | -13.4% | -26.4% |
| 6M | +74.4% | -11.6% | +86.1% | +77.4% |
| YTD | +104.5% | -23.9% | +128.4% | +118.2% |
| 1Y | +281.4% | -34.8% | +316.2% | +323.9% |
| 3Y | -66.1% | +62.1% | -128.2% | -75.6% |
| All | -91.9% | +43.3% | -135.2% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling