+281.4%
FCEL vs BTDR
-4.8%
+286.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +0.3% |
| 7D | -15.8% | +20.0% | -35.8% | -22.4% |
| 30D | -29.3% | +11.9% | -41.2% | -34.0% |
| 3M | -30.1% | -36.9% | +6.8% | -20.5% |
| 6M | +74.4% | +56.5% | +17.9% | +46.6% |
| YTD | +104.5% | +10.4% | +94.1% | +88.3% |
| 1Y | +281.4% | +3.1% | +278.3% | +165.9% |
| All | +281.4% | -4.8% | +286.1% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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