-91.0%
FCEL vs BTDR
+26.7%
-117.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +2.3% | +16.5% | +18.3% |
| 7D | +4.0% | +22.4% | -18.4% | -0.4% |
| 30D | -13.1% | +16.5% | -29.5% | -16.5% |
| 3M | +14.6% | -31.5% | +46.1% | +22.1% |
| 6M | +133.7% | +74.0% | +59.6% | +110.3% |
| YTD | +143.0% | +13.0% | +129.9% | +133.3% |
| 1Y | +320.9% | -0.2% | +321.1% | +305.6% |
| 3Y | -58.9% | +9.9% | -68.8% | -66.8% |
| 5Y | -89.7% | +28.1% | -117.8% | -92.2% |
| All | -91.0% | +26.7% | -117.7% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling