-91.7%
FCEL vs D
+5.6%
-97.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -15.8% | +1.5% | -17.3% | -16.1% |
| 30D | -29.3% | -2.6% | -26.7% | -28.8% |
| 3M | -30.1% | 0.0% | -30.1% | -30.5% |
| 6M | +74.4% | +7.4% | +67.1% | +69.0% |
| YTD | +104.5% | +15.9% | +88.6% | +92.1% |
| 1Y | +281.4% | +18.1% | +263.3% | +255.8% |
| 3Y | -66.1% | +58.4% | -124.5% | -73.4% |
| All | -91.7% | +5.6% | -97.3% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling