-73.9%
FCEL vs BURL
+89.8%
-163.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -2.9% | -12.3% | -14.5% |
| 7D | -26.7% | +3.5% | -30.2% | -27.4% |
| 30D | -56.8% | -9.3% | -47.5% | -55.5% |
| 3M | -57.8% | -32.1% | -25.7% | -53.3% |
| 6M | -34.1% | -19.8% | -14.3% | -31.2% |
| YTD | +22.2% | -13.2% | +35.3% | +23.7% |
| 1Y | +5.2% | -7.8% | +13.0% | +3.7% |
| All | -73.9% | +89.8% | -163.7% | -77.7% |
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