+146.0%
FCEL vs BTDR
-13.8%
+159.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.4% |
| 7D | +6.3% | -3.4% | +9.7% | +8.0% |
| 30D | -26.7% | +32.6% | -59.3% | -35.2% |
| 3M | -10.2% | -32.2% | +22.1% | -0.5% |
| 6M | +123.5% | +52.4% | +71.1% | +94.0% |
| YTD | +117.4% | +6.7% | +110.7% | +105.2% |
| 1Y | +146.0% | -15.2% | +161.2% | +100.7% |
| All | +146.0% | -13.8% | +159.7% | +100.7% |
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