-99.1%
FCEL vs BUD
-24.2%
-74.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.2% | -4.5% | -5.2% |
| 7D | +15.1% | -1.3% | +16.4% | +16.1% |
| 30D | -16.4% | -6.1% | -10.3% | -13.0% |
| 3M | -5.3% | -3.8% | -1.5% | -4.3% |
| 6M | +124.5% | +8.2% | +116.4% | +106.9% |
| YTD | +126.7% | +23.6% | +103.1% | +88.0% |
| 1Y | +219.9% | +33.4% | +186.5% | +146.8% |
| 3Y | -61.6% | +45.3% | -107.0% | -73.2% |
| 5Y | -90.5% | +44.3% | -134.8% | -93.5% |
| 10Y | -99.1% | -22.8% | -76.3% | -99.0% |
| All | -99.1% | -24.2% | -74.9% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling