-99.7%
FCEL vs DTE
+2,398.7%
-2,498.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.9% | +17.9% | +18.3% |
| 7D | +4.0% | +0.9% | +3.1% | +3.5% |
| 30D | -13.1% | -1.9% | -11.2% | -11.9% |
| 3M | +14.6% | -3.3% | +17.9% | +16.1% |
| 6M | +133.7% | -7.1% | +140.8% | +140.6% |
| YTD | +143.0% | +8.1% | +134.8% | +127.0% |
| 1Y | +320.9% | +5.3% | +315.6% | +301.3% |
| 3Y | -58.9% | +48.2% | -107.1% | -68.6% |
| 5Y | -89.7% | +33.2% | -122.9% | -91.7% |
| 10Y | -99.1% | +137.5% | -236.6% | -99.5% |
| All | -99.7% | +2,398.7% | -2,498.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling