-70.9%
FCEL vs FE
+44.1%
-115.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.4% | +12.0% | +11.5% |
| 7D | -11.2% | 0.0% | -11.2% | -11.2% |
| 30D | -45.8% | +5.2% | -51.0% | -45.6% |
| 3M | -51.0% | 0.0% | -51.0% | -51.0% |
| 6M | -22.2% | +5.0% | -27.3% | -22.6% |
| YTD | +36.3% | +7.9% | +28.4% | +33.4% |
| 1Y | +29.0% | +6.3% | +22.7% | +26.7% |
| 3Y | -70.9% | +46.0% | -116.9% | -80.6% |
| All | -70.9% | +44.1% | -115.0% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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