-65.4%
FCEL vs BURL
+63.9%
-129.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.0% |
| 7D | -15.8% | -2.8% | -13.0% | -15.0% |
| 30D | -29.3% | -28.2% | -1.1% | -21.5% |
| 3M | -30.1% | -17.6% | -12.5% | -26.3% |
| 6M | +74.4% | -11.8% | +86.2% | +77.1% |
| YTD | +104.5% | -8.1% | +112.7% | +104.4% |
| 1Y | +281.4% | -12.0% | +293.3% | +282.5% |
| All | -65.4% | +63.9% | -129.3% | -75.5% |
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 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