-99.2%
FCEL vs BURL
+215.5%
-314.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +0.8% |
| 7D | -15.8% | -2.8% | -13.0% | -14.7% |
| 30D | -29.3% | -28.2% | -1.1% | -18.8% |
| 3M | -30.1% | -17.6% | -12.5% | -24.8% |
| 6M | +74.4% | -11.8% | +86.2% | +79.5% |
| YTD | +104.5% | -8.1% | +112.7% | +106.4% |
| 1Y | +281.4% | -12.0% | +293.3% | +286.2% |
| 3Y | -66.1% | +63.3% | -129.4% | -75.6% |
| 5Y | -91.9% | -10.8% | -81.0% | -92.6% |
| All | -99.2% | +215.5% | -314.7% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling