-99.1%
FCEL vs BURL
+252.7%
-351.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.6% | +13.1% | +12.2% |
| 7D | -11.2% | +4.1% | -15.3% | -13.0% |
| 30D | -45.8% | -9.5% | -36.3% | -43.7% |
| 3M | -51.0% | -33.5% | -17.5% | -42.2% |
| 6M | -22.2% | -22.1% | -0.2% | -15.5% |
| YTD | +36.3% | -14.6% | +50.8% | +41.0% |
| 1Y | +29.0% | -8.4% | +37.4% | +28.0% |
| 3Y | -70.9% | +86.6% | -157.4% | -80.5% |
| 5Y | -96.3% | -17.2% | -79.1% | -96.6% |
| All | -99.1% | +252.7% | -351.7% | -99.3% |
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