+42.4%
FCEL vs BURL
-4.6%
+47.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +7.7% | -13.7% | -7.2% |
| 7D | -14.9% | +10.4% | -25.3% | -16.4% |
| 30D | -41.7% | -4.9% | -36.7% | -40.8% |
| 3M | -53.2% | -29.8% | -23.4% | -51.0% |
| 6M | -19.0% | -16.5% | -2.6% | -19.0% |
| YTD | +44.2% | -10.5% | +54.7% | +41.2% |
| 1Y | +42.4% | -5.3% | +47.7% | +36.5% |
| All | +42.4% | -4.6% | +47.0% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling