-99.1%
FCEL vs D
+35.9%
-134.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.6% | +18.2% | +18.6% |
| 7D | +4.0% | +0.8% | +3.2% | +3.8% |
| 30D | -13.1% | -0.7% | -12.3% | -12.8% |
| 3M | +14.6% | +2.1% | +12.5% | +13.1% |
| 6M | +133.7% | +6.8% | +126.9% | +125.0% |
| YTD | +143.0% | +16.5% | +126.4% | +125.3% |
| 1Y | +320.9% | +19.2% | +301.7% | +286.6% |
| 3Y | -58.9% | +61.9% | -120.8% | -67.8% |
| 5Y | -89.7% | +6.5% | -96.2% | -90.6% |
| 10Y | -99.1% | +35.3% | -134.3% | -99.2% |
| All | -99.1% | +35.9% | -134.9% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling