-61.9%
FCEL vs BTDR
+4.4%
-66.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.0% |
| 7D | +6.3% | -3.4% | +9.7% | +7.3% |
| 30D | -26.7% | +32.6% | -59.3% | -31.9% |
| 3M | -10.2% | -32.2% | +22.1% | -2.7% |
| 6M | +123.5% | +52.4% | +71.1% | +102.6% |
| YTD | +117.4% | +6.7% | +110.7% | +109.6% |
| 1Y | +146.0% | -15.2% | +161.2% | +141.6% |
| 3Y | -61.9% | +14.9% | -76.8% | -73.7% |
| All | -61.9% | +4.4% | -66.3% | -73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling