-99.0%
FCEL vs BURL
+254.9%
-353.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.6% | +6.1% |
| 7D | +3.9% | -0.8% | +4.7% | +4.5% |
| 30D | -33.1% | -4.4% | -28.7% | -32.1% |
| 3M | -43.0% | -28.6% | -14.4% | -34.7% |
| 6M | -31.3% | -12.3% | -19.0% | -28.8% |
| YTD | +49.8% | -11.3% | +61.1% | +52.7% |
| 1Y | +48.2% | -10.4% | +58.6% | +49.1% |
| 3Y | -64.6% | +96.1% | -160.6% | -76.8% |
| 5Y | -96.7% | -5.0% | -91.7% | -97.1% |
| 10Y | -99.0% | +251.8% | -350.8% | -99.3% |
| All | -99.0% | +254.9% | -353.9% | -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