-99.9%
FCEL vs BTG
+378.0%
-477.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.9% | +21.6% | +19.4% |
| 7D | +4.0% | +4.8% | -0.8% | +2.7% |
| 30D | -13.1% | +8.3% | -21.4% | -14.8% |
| 3M | +14.6% | +32.3% | -17.7% | +7.1% |
| 6M | +133.7% | +3.0% | +130.7% | +129.2% |
| YTD | +143.0% | +21.9% | +121.0% | +131.0% |
| 1Y | +320.9% | +28.2% | +292.7% | +294.4% |
| 3Y | -58.9% | +99.9% | -158.8% | -64.8% |
| 5Y | -89.7% | +73.6% | -163.2% | -91.0% |
| 10Y | -99.1% | +136.5% | -235.6% | -99.3% |
| All | -99.9% | +378.0% | -477.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling