-91.7%
FCEL vs FRSH
-72.4%
-19.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.3% | -6.2% |
| 7D | +15.1% | -9.6% | +24.6% | +19.1% |
| 30D | -16.4% | -0.4% | -16.0% | -17.4% |
| 3M | -5.3% | +27.2% | -32.4% | -17.2% |
| 6M | +124.5% | +42.2% | +82.3% | +82.2% |
| YTD | +126.7% | -2.6% | +129.3% | +113.5% |
| 1Y | +219.9% | -10.2% | +230.0% | +212.8% |
| 3Y | -61.6% | -45.5% | -16.1% | -55.9% |
| All | -91.7% | -72.4% | -19.3% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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