+37.5%
FCEL vs IT
-15.8%
+53.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.2% | -5.2% |
| 7D | -2.8% | +1.1% | -3.9% | -2.4% |
| 30D | -31.6% | -1.8% | -29.8% | -31.4% |
| 3M | -52.4% | +4.8% | -57.2% | -49.7% |
| 6M | -51.4% | +33.0% | -84.4% | -40.8% |
| YTD | +32.4% | -23.8% | +56.3% | +35.8% |
| 1Y | +37.5% | -16.5% | +54.0% | +43.2% |
| All | +37.5% | -15.8% | +53.3% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling