-99.1%
FCEL vs DG
+105.2%
-204.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.4% |
| 7D | -2.8% | +0.3% | -3.1% | -2.8% |
| 30D | -31.6% | +3.2% | -34.9% | -33.3% |
| 3M | -52.4% | +10.4% | -62.8% | -55.0% |
| 6M | -51.4% | +33.2% | -84.6% | -58.9% |
| YTD | +32.4% | +3.0% | +29.4% | +24.0% |
| 1Y | +37.5% | +31.2% | +6.3% | +14.0% |
| 3Y | -69.3% | +21.8% | -91.1% | -76.0% |
| 5Y | -97.1% | -35.0% | -62.2% | -96.9% |
| All | -99.1% | +105.2% | -204.3% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling