-61.9%
FCEL vs DTE
+43.4%
-105.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.7% |
| 7D | +6.3% | -2.6% | +8.9% | +8.1% |
| 30D | -26.7% | -4.4% | -22.3% | -24.6% |
| 3M | -10.2% | -8.3% | -1.8% | -6.7% |
| 6M | +123.5% | -8.1% | +131.6% | +128.6% |
| YTD | +117.4% | +4.4% | +113.0% | +98.6% |
| 1Y | +146.0% | +0.2% | +145.8% | +133.4% |
| 3Y | -61.9% | +42.6% | -104.5% | -79.3% |
| All | -61.9% | +43.4% | -105.3% | -79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling