-99.1%
FCEL vs BTG
+159.3%
-258.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.8% |
| 7D | +6.3% | -3.8% | +10.0% | +7.5% |
| 30D | -26.7% | +3.6% | -30.3% | -28.1% |
| 3M | -10.2% | +32.0% | -42.2% | -20.4% |
| 6M | +123.5% | +3.4% | +120.1% | +115.0% |
| YTD | +117.4% | +20.8% | +96.6% | +98.1% |
| 1Y | +146.0% | +22.4% | +123.6% | +120.3% |
| 3Y | -61.9% | +91.7% | -153.6% | -71.5% |
| 5Y | -90.5% | +79.0% | -169.5% | -92.9% |
| All | -99.1% | +159.3% | -258.4% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling