-65.4%
FCEL vs D
+56.9%
-122.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.2% |
| 7D | -15.8% | +0.4% | -16.3% | -15.9% |
| 30D | -29.3% | -3.6% | -25.7% | -28.7% |
| 3M | -30.1% | -1.0% | -29.1% | -30.4% |
| 6M | +74.4% | +6.3% | +68.2% | +70.0% |
| YTD | +104.5% | +14.7% | +89.8% | +92.6% |
| 1Y | +281.4% | +16.9% | +264.4% | +256.5% |
| All | -65.4% | +56.9% | -122.3% | -77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling