-99.8%
FCEL vs D
+1,584.8%
-1,684.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.6% |
| 7D | -15.8% | +0.4% | -16.3% | -16.0% |
| 30D | -29.3% | -3.6% | -25.7% | -27.9% |
| 3M | -30.1% | -1.0% | -29.1% | -30.3% |
| 6M | +74.4% | +6.3% | +68.2% | +65.7% |
| YTD | +104.5% | +14.7% | +89.8% | +86.2% |
| 1Y | +281.4% | +16.9% | +264.4% | +243.4% |
| 3Y | -66.1% | +56.8% | -122.9% | -74.6% |
| 5Y | -91.9% | +5.2% | -97.1% | -92.6% |
| 10Y | -99.2% | +35.9% | -135.1% | -99.4% |
| All | -99.8% | +1,584.8% | -1,684.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling