-90.7%
FCEL vs INDA
+4.5%
-95.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.8% | -4.1% |
| 7D | +6.3% | -3.6% | +9.9% | +12.1% |
| 30D | -18.8% | -4.0% | -14.8% | -14.2% |
| 3M | -3.8% | +1.7% | -5.5% | -5.9% |
| 6M | +121.1% | -3.6% | +124.8% | +132.5% |
| YTD | +113.3% | -11.0% | +124.3% | +152.0% |
| 1Y | +173.5% | -9.5% | +183.0% | +210.3% |
| 3Y | -63.9% | +7.6% | -71.5% | -70.4% |
| 5Y | -90.7% | +4.8% | -95.5% | -90.9% |
| All | -90.7% | +4.5% | -95.2% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 5y: compounded portfolio wealth divided by compounded INDA 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…
5y analysis · Full analysis span regression · 6 months rolling