-99.9%
FCEL vs BUD
+201.1%
-301.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -15.8% | +0.3% | -16.1% | -15.9% |
| 30D | -29.3% | -5.7% | -23.6% | -26.6% |
| 3M | -30.1% | +3.1% | -33.3% | -32.7% |
| 6M | +74.4% | +7.9% | +66.6% | +61.3% |
| YTD | +104.5% | +27.3% | +77.2% | +66.4% |
| 1Y | +281.4% | +37.8% | +243.6% | +188.4% |
| 3Y | -66.1% | +49.8% | -115.9% | -76.6% |
| 5Y | -91.9% | +43.8% | -135.7% | -94.3% |
| 10Y | -99.2% | -22.6% | -76.6% | -99.2% |
| All | -99.9% | +201.1% | -301.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling