-99.2%
FCEL vs FTI
+301.2%
-400.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -4.8% |
| 7D | +6.3% | -5.6% | +11.9% | +8.6% |
| 30D | -18.8% | +0.4% | -19.2% | -19.1% |
| 3M | -3.8% | +8.1% | -11.9% | -8.4% |
| 6M | +121.1% | +16.7% | +104.4% | +103.0% |
| YTD | +113.3% | +70.0% | +43.3% | +68.8% |
| 1Y | +173.5% | +85.4% | +88.1% | +106.1% |
| 3Y | -63.9% | +265.9% | -329.8% | -80.7% |
| 5Y | -90.7% | +1,072.7% | -1,163.4% | -97.2% |
| All | -99.2% | +301.2% | -400.4% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling