-90.7%
FCEL vs DTE
+31.2%
-121.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.7% | -5.2% |
| 7D | +6.3% | -2.0% | +8.3% | +7.5% |
| 30D | -18.8% | -2.4% | -16.4% | -17.6% |
| 3M | -3.8% | -7.3% | +3.5% | -0.9% |
| 6M | +121.1% | -7.6% | +128.8% | +126.4% |
| YTD | +113.3% | +5.8% | +107.5% | +99.8% |
| 1Y | +173.5% | +2.3% | +171.2% | +162.5% |
| 3Y | -63.9% | +45.0% | -108.9% | -72.7% |
| 5Y | -90.7% | +33.2% | -123.9% | -91.4% |
| All | -90.7% | +31.2% | -121.9% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling