-97.8%
FCEL vs COMP
-52.0%
-45.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -6.2% |
| 7D | -2.8% | 0.0% | -2.8% | -2.7% |
| 30D | -31.6% | +16.6% | -48.2% | -35.8% |
| 3M | -52.4% | -23.5% | -28.9% | -47.8% |
| 6M | -51.4% | +25.7% | -77.1% | -55.5% |
| YTD | +32.4% | -3.4% | +35.8% | +27.2% |
| 1Y | +37.5% | +7.6% | +29.9% | +26.2% |
| 3Y | -69.3% | +423.6% | -492.9% | -87.4% |
| 5Y | -97.1% | -10.6% | -86.5% | -97.7% |
| All | -97.8% | -52.0% | -45.8% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling