-60.3%
FCEL vs IT
-52.2%
-8.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -6.8% |
| 7D | +15.1% | -9.1% | +24.2% | +14.3% |
| 30D | -16.4% | -12.2% | -4.3% | -17.0% |
| 3M | -5.3% | +7.8% | -13.1% | -4.1% |
| 6M | +124.5% | +2.0% | +122.5% | +127.8% |
| YTD | +126.7% | -32.7% | +159.4% | +152.3% |
| 1Y | +219.9% | -31.1% | +251.0% | +251.8% |
| All | -60.3% | -52.2% | -8.1% | -57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling