-99.9%
FCEL vs BUD
+222.5%
-322.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -5.7% |
| 7D | -8.3% | +6.0% | -14.3% | -12.3% |
| 30D | -43.0% | +11.3% | -54.3% | -48.1% |
| 3M | -48.2% | +3.6% | -51.7% | -50.8% |
| 6M | -25.0% | +7.7% | -32.7% | -31.2% |
| YTD | +40.6% | +36.4% | +4.3% | +6.6% |
| 1Y | +36.0% | +37.8% | -1.9% | +1.5% |
| 3Y | -66.7% | +51.2% | -118.0% | -77.7% |
| 5Y | -96.7% | +53.4% | -150.1% | -97.8% |
| 10Y | -99.0% | -3.2% | -95.8% | -99.1% |
| All | -99.9% | +222.5% | -322.4% | -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