-69.3%
FCEL vs FTI
+212.2%
-281.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.6% | -6.0% |
| 7D | -2.8% | +4.3% | -7.1% | -3.7% |
| 30D | -31.6% | -4.7% | -27.0% | -31.0% |
| 3M | -52.4% | -13.5% | -38.9% | -51.2% |
| 6M | -51.4% | -8.7% | -42.7% | -50.9% |
| YTD | +32.4% | +49.0% | -16.6% | +19.2% |
| 1Y | +37.5% | +54.0% | -16.5% | +22.5% |
| 3Y | -69.3% | +211.6% | -280.9% | -78.4% |
| All | -69.3% | +212.2% | -281.5% | -78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling