-94.7%
FCEL vs BROS
+10.5%
-105.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +6.5% | -12.1% | -7.7% |
| 7D | -2.8% | +6.3% | -9.1% | -4.8% |
| 30D | -31.6% | -8.3% | -23.3% | -29.9% |
| 3M | -52.4% | -29.8% | -22.6% | -47.2% |
| 6M | -51.4% | -25.8% | -25.6% | -47.4% |
| YTD | +32.4% | -41.4% | +73.8% | +52.7% |
| 1Y | +37.5% | -35.2% | +72.7% | +53.3% |
| 3Y | -69.3% | +32.8% | -102.0% | -76.6% |
| 5Y | -97.1% | -42.2% | -55.0% | -97.5% |
| All | -94.7% | +10.5% | -105.2% | -94.9% |
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 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