-99.2%
FCEL vs IT
+92.9%
-192.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.5% | -6.5% | -6.1% |
| 7D | +6.3% | -12.7% | +19.0% | +10.8% |
| 30D | -18.8% | -8.9% | -9.9% | -17.2% |
| 3M | -3.8% | +10.1% | -14.0% | -13.3% |
| 6M | +121.1% | +7.3% | +113.9% | +94.2% |
| YTD | +113.3% | -32.4% | +145.6% | +134.1% |
| 1Y | +173.5% | -26.6% | +200.2% | +185.8% |
| 3Y | -63.9% | -51.8% | -12.1% | -55.9% |
| 5Y | -90.7% | -45.6% | -45.1% | -89.3% |
| All | -99.2% | +92.9% | -192.1% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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