-100.0%
FCEL vs FTI
+2,165.1%
-2,265.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | -15.8% | +5.3% | -21.1% | -18.2% |
| 30D | -29.3% | +15.3% | -44.6% | -34.6% |
| 3M | -30.1% | +15.8% | -45.9% | -36.7% |
| 6M | +74.4% | +22.6% | +51.9% | +52.4% |
| YTD | +104.5% | +79.5% | +25.0% | +47.5% |
| 1Y | +281.4% | +102.0% | +179.4% | +154.5% |
| 3Y | -66.1% | +315.8% | -381.9% | -85.7% |
| 5Y | -91.9% | +1,129.5% | -1,221.4% | -98.3% |
| 10Y | -99.2% | +320.9% | -420.2% | -99.8% |
| All | -100.0% | +2,165.1% | -2,265.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling