-67.5%
FCEL vs D
+73.0%
-140.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -6.3% |
| 7D | +14.8% | -3.1% | +17.8% | +15.0% |
| 30D | -33.9% | +8.4% | -42.2% | -34.6% |
| 3M | -52.7% | +0.2% | -52.9% | -52.7% |
| 6M | -40.0% | +9.5% | -49.5% | -41.1% |
| YTD | +40.2% | +18.8% | +21.4% | +33.2% |
| 1Y | +32.9% | +14.7% | +18.2% | +27.8% |
| All | -67.5% | +73.0% | -140.4% | -79.2% |
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 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