+42.4%
FCEL vs D
+23.9%
+18.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.4% | -10.4% | -3.3% |
| 7D | -14.9% | +8.5% | -23.4% | -10.6% |
| 30D | -41.7% | +14.3% | -56.0% | -37.2% |
| 3M | -53.2% | +1.8% | -54.9% | -52.7% |
| 6M | -19.0% | +13.0% | -32.1% | -11.2% |
| YTD | +44.2% | +22.7% | +21.4% | +56.0% |
| 1Y | +42.4% | +22.6% | +19.8% | +54.1% |
| All | +42.4% | +23.9% | +18.5% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling