-96.7%
FCEL vs FDS
-21.2%
-75.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.7% | +3.8% | +6.4% |
| 7D | +3.9% | -2.1% | +6.0% | +4.0% |
| 30D | -33.1% | +16.0% | -49.1% | -34.2% |
| 3M | -43.0% | +18.8% | -61.8% | -44.4% |
| 6M | -31.3% | +54.1% | -85.4% | -41.0% |
| YTD | +49.8% | +17.0% | +32.8% | +44.4% |
| 1Y | +48.2% | +25.5% | +22.6% | +34.0% |
| 3Y | -64.6% | -23.3% | -41.3% | -57.4% |
| 5Y | -96.7% | -22.6% | -74.1% | -96.4% |
| All | -96.7% | -21.2% | -75.5% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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