-69.3%
FCEL vs BURL
+87.4%
-156.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.6% | -2.0% | -4.5% |
| 7D | -2.8% | -1.6% | -1.2% | -2.2% |
| 30D | -31.6% | -7.7% | -23.9% | -30.1% |
| 3M | -52.4% | -31.7% | -20.8% | -47.3% |
| 6M | -51.4% | -15.2% | -36.2% | -49.9% |
| YTD | +32.4% | -15.9% | +48.3% | +35.5% |
| 1Y | +37.5% | -14.2% | +51.7% | +38.8% |
| 3Y | -69.3% | +93.5% | -162.8% | -73.4% |
| All | -69.3% | +87.4% | -156.7% | -73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling