-99.1%
FCEL vs IT
+90.0%
-189.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.2% | -5.8% |
| 7D | -2.8% | +1.1% | -3.9% | -3.1% |
| 30D | -31.6% | -1.8% | -29.8% | -32.5% |
| 3M | -52.4% | +4.8% | -57.2% | -55.0% |
| 6M | -51.4% | +33.0% | -84.4% | -61.3% |
| YTD | +32.4% | -23.8% | +56.3% | +35.6% |
| 1Y | +37.5% | -16.5% | +54.0% | +32.6% |
| 3Y | -69.3% | -53.6% | -15.6% | -60.7% |
| 5Y | -97.1% | -42.1% | -55.0% | -96.8% |
| All | -99.1% | +90.0% | -189.1% | -99.5% |
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