-96.7%
FCEL vs IT
-41.7%
-55.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.2% | +4.4% | +6.2% |
| 7D | +3.9% | -6.8% | +10.7% | +5.1% |
| 30D | -33.1% | -0.6% | -32.5% | -33.9% |
| 3M | -43.0% | +3.1% | -46.0% | -44.9% |
| 6M | -31.3% | +25.5% | -56.8% | -40.7% |
| YTD | +49.8% | -23.5% | +73.3% | +64.1% |
| 1Y | +48.2% | -16.6% | +64.8% | +52.3% |
| 3Y | -64.6% | -53.1% | -11.4% | -51.6% |
| 5Y | -96.7% | -41.4% | -55.3% | -96.7% |
| All | -96.7% | -41.7% | -55.0% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling