-96.9%
FCEL vs FE
+43.6%
-140.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.4% | +12.0% | +11.7% |
| 7D | -11.2% | 0.0% | -11.2% | -11.3% |
| 30D | -45.8% | +5.2% | -51.0% | -47.0% |
| 3M | -51.0% | 0.0% | -51.0% | -51.1% |
| 6M | -22.2% | +5.0% | -27.3% | -25.0% |
| YTD | +36.3% | +7.9% | +28.4% | +28.1% |
| 1Y | +29.0% | +6.3% | +22.7% | +22.2% |
| 3Y | -70.9% | +46.0% | -116.9% | -79.0% |
| All | -96.9% | +43.6% | -140.6% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling