-96.7%
FCEL vs BURL
-15.9%
-80.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -2.9% | -12.3% | -14.0% |
| 7D | -26.7% | +3.5% | -30.2% | -27.8% |
| 30D | -56.8% | -9.3% | -47.5% | -55.0% |
| 3M | -57.8% | -32.1% | -25.7% | -50.4% |
| 6M | -34.1% | -19.8% | -14.3% | -29.2% |
| YTD | +22.2% | -13.2% | +35.3% | +25.3% |
| 1Y | +5.2% | -7.8% | +13.0% | +3.7% |
| 3Y | -76.2% | +89.3% | -165.5% | -85.1% |
| 5Y | -96.7% | -15.8% | -80.9% | -97.3% |
| All | -96.7% | -15.9% | -80.8% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling