+29.0%
FCEL vs BURL
-7.8%
+36.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.6% | +13.1% | +11.8% |
| 7D | -11.3% | +4.1% | -15.4% | -11.8% |
| 30D | -45.8% | -9.5% | -36.3% | -44.5% |
| 3M | -51.0% | -33.5% | -17.5% | -48.4% |
| 6M | -22.3% | -22.1% | -0.2% | -21.3% |
| YTD | +36.2% | -14.6% | +50.8% | +34.5% |
| 1Y | +29.0% | -8.4% | +37.3% | +25.8% |
| All | +29.0% | -7.8% | +36.8% | +25.8% |
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