-97.0%
FCEL vs BTDR
-44.0%
-53.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -8.6% | +3.1% | -3.6% |
| 7D | -2.8% | -6.9% | +4.1% | -1.2% |
| 30D | -31.6% | -31.5% | -0.1% | -25.3% |
| 3M | -52.4% | -36.1% | -16.3% | -47.4% |
| 6M | -51.4% | -57.6% | +6.2% | -41.2% |
| YTD | +32.4% | -50.0% | +82.5% | +52.5% |
| 1Y | +37.5% | -49.6% | +87.1% | +56.9% |
| 3Y | -69.3% | +48.5% | -117.8% | -70.9% |
| All | -97.0% | -44.0% | -53.0% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling