-59.2%
FCEL vs BTSG
+406.1%
-465.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.4% |
| 7D | -15.8% | +2.7% | -18.5% | -16.9% |
| 30D | -29.3% | -3.6% | -25.6% | -28.3% |
| 3M | -30.1% | +5.8% | -35.9% | -31.1% |
| 6M | +74.4% | +44.7% | +29.7% | +53.8% |
| YTD | +104.5% | +62.2% | +42.4% | +72.9% |
| 1Y | +281.4% | +152.1% | +129.3% | +182.7% |
| All | -59.2% | +406.1% | -465.2% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling