-99.9%
FCEL vs FDS
+10,549.7%
-10,649.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.7% | +3.8% | +5.2% |
| 7D | +3.9% | -2.1% | +6.0% | +4.8% |
| 30D | -33.1% | +16.0% | -49.1% | -38.7% |
| 3M | -43.0% | +18.8% | -61.8% | -49.7% |
| 6M | -31.3% | +54.1% | -85.4% | -50.7% |
| YTD | +49.8% | +17.0% | +32.8% | +21.5% |
| 1Y | +48.2% | +25.5% | +22.6% | +13.6% |
| 3Y | -64.6% | -23.3% | -41.3% | -66.0% |
| 5Y | -96.7% | -22.6% | -74.1% | -96.8% |
| 10Y | -99.0% | +130.2% | -229.2% | -99.5% |
| All | -99.9% | +10,549.7% | -10,649.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling