-57.4%
FCEL vs BTSG
+382.3%
-439.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.6% | +0.7% | -3.0% |
| 7D | +6.3% | -5.8% | +12.1% | +9.3% |
| 30D | -18.8% | 0.0% | -18.8% | -18.7% |
| 3M | -3.8% | -4.5% | +0.6% | -1.0% |
| 6M | +121.1% | +40.0% | +81.1% | +98.5% |
| YTD | +113.3% | +54.6% | +58.7% | +84.6% |
| 1Y | +173.5% | +106.1% | +67.4% | +116.3% |
| All | -57.4% | +382.3% | -439.7% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling