+42.4%
FCEL vs FTI
+57.1%
-14.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.4% | -2.6% | -5.9% |
| 7D | -14.9% | -9.7% | -5.2% | -14.6% |
| 30D | -41.7% | -8.2% | -33.5% | -41.4% |
| 3M | -53.2% | -7.8% | -45.3% | -52.9% |
| 6M | -19.0% | -13.4% | -5.6% | -14.9% |
| YTD | +44.2% | +45.1% | -0.9% | +29.6% |
| 1Y | +42.4% | +54.6% | -12.2% | +19.7% |
| All | +42.4% | +57.1% | -14.7% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling