+36.0%
FCEL vs D
+16.4%
+19.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -4.9% |
| 7D | -8.3% | +2.4% | -10.7% | -6.8% |
| 30D | -43.0% | +10.9% | -53.9% | -39.5% |
| 3M | -48.2% | +2.8% | -51.0% | -47.1% |
| 6M | -25.0% | +12.7% | -37.7% | -18.3% |
| YTD | +40.6% | +20.3% | +20.3% | +48.5% |
| 1Y | +36.0% | +17.1% | +18.9% | +45.1% |
| All | +36.0% | +16.4% | +19.5% | +45.1% |
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