+146.0%
FCEL vs DTE
+1.0%
+145.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.0% |
| 7D | +6.3% | -2.6% | +8.9% | +6.5% |
| 30D | -26.7% | -4.4% | -22.3% | -26.5% |
| 3M | -10.2% | -8.3% | -1.8% | -11.7% |
| 6M | +123.5% | -8.1% | +131.6% | +114.9% |
| YTD | +117.4% | +4.4% | +113.0% | +77.6% |
| 1Y | +146.0% | +0.2% | +145.8% | +120.6% |
| All | +146.0% | +1.0% | +145.0% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling