+42.4%
FCEL vs BTDR
-69.9%
+112.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.6% | -0.3% | -3.5% |
| 7D | -14.9% | -17.6% | +2.7% | -7.4% |
| 30D | -41.7% | -40.3% | -1.4% | -26.9% |
| 3M | -53.2% | -42.6% | -10.5% | -41.7% |
| 6M | -19.0% | -46.3% | +27.3% | +4.6% |
| YTD | +44.2% | -41.7% | +85.9% | +79.2% |
| 1Y | +42.4% | -69.4% | +111.8% | +100.0% |
| All | +42.4% | -69.9% | +112.3% | +100.0% |
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