-99.8%
FCEL vs D
+1,655.5%
-1,755.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.5% | +13.0% | +12.3% |
| 7D | -11.2% | +3.0% | -14.2% | -12.8% |
| 30D | -45.8% | +11.5% | -57.3% | -49.2% |
| 3M | -51.0% | +3.7% | -54.7% | -52.2% |
| 6M | -22.2% | +13.5% | -35.8% | -28.8% |
| YTD | +36.3% | +20.7% | +15.5% | +20.0% |
| 1Y | +29.0% | +18.2% | +10.8% | +14.6% |
| 3Y | -70.9% | +73.3% | -144.2% | -79.4% |
| 5Y | -96.3% | +12.3% | -108.6% | -96.8% |
| 10Y | -99.1% | +43.4% | -142.5% | -99.3% |
| All | -99.8% | +1,655.5% | -1,755.3% | -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