-60.3%
FCEL vs FTI
+274.9%
-335.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.6% |
| 7D | +15.1% | -2.3% | +17.4% | +15.4% |
| 30D | -16.4% | +5.0% | -21.5% | -17.2% |
| 3M | -5.3% | +13.8% | -19.1% | -8.1% |
| 6M | +124.5% | +22.9% | +101.6% | +113.1% |
| YTD | +126.7% | +75.0% | +51.7% | +99.7% |
| 1Y | +219.9% | +96.9% | +123.0% | +172.6% |
| All | -60.3% | +274.9% | -335.2% | -72.1% |
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