-65.2%
FCEL vs IT
-53.1%
-12.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.2% | +4.4% | +6.9% |
| 7D | +3.9% | -6.8% | +10.7% | +2.6% |
| 30D | -33.1% | -0.6% | -32.5% | -33.1% |
| 3M | -43.0% | +3.1% | -46.0% | -42.3% |
| 6M | -31.3% | +25.5% | -56.8% | -29.2% |
| YTD | +49.8% | -23.5% | +73.3% | +70.0% |
| 1Y | +48.2% | -16.6% | +64.8% | +63.2% |
| All | -65.2% | -53.1% | -12.2% | -62.5% |
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 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