-54.7%
FCEL vs BTSG
+416.6%
-471.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.3% |
| 7D | +15.1% | +2.9% | +12.2% | +13.9% |
| 30D | -16.4% | +0.9% | -17.3% | -16.8% |
| 3M | -5.3% | +1.6% | -6.9% | -5.1% |
| 6M | +124.5% | +46.8% | +77.7% | +97.0% |
| YTD | +126.7% | +65.5% | +61.1% | +90.3% |
| 1Y | +219.9% | +136.2% | +83.6% | +140.7% |
| All | -54.7% | +416.6% | -471.3% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling