-90.5%
FCEL vs BTI
+113.9%
-204.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.5% |
| 7D | +15.1% | -2.4% | +17.5% | +15.5% |
| 30D | -16.4% | -4.8% | -11.7% | -15.8% |
| 3M | -5.3% | -8.1% | +2.9% | -5.4% |
| 6M | +124.5% | -4.2% | +128.7% | +120.6% |
| YTD | +126.7% | -1.3% | +128.0% | +120.1% |
| 1Y | +219.9% | +2.1% | +217.8% | +207.0% |
| 3Y | -61.6% | +108.9% | -170.6% | -73.3% |
| 5Y | -90.5% | +114.5% | -205.0% | -92.6% |
| All | -90.5% | +113.9% | -204.5% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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