-99.8%
FCEL vs IT
+6,105.9%
-6,205.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +3.4% |
| 7D | -15.8% | -6.0% | -9.8% | -14.1% |
| 30D | -29.3% | 0.0% | -29.3% | -29.8% |
| 3M | -30.1% | +13.1% | -43.2% | -36.1% |
| 6M | +74.4% | +11.7% | +62.8% | +56.1% |
| YTD | +104.5% | -26.1% | +130.6% | +108.3% |
| 1Y | +281.4% | -21.3% | +302.6% | +278.9% |
| 3Y | -66.1% | -46.7% | -19.4% | -62.5% |
| 5Y | -91.9% | -40.5% | -51.3% | -91.1% |
| 10Y | -99.2% | +103.9% | -203.1% | -99.4% |
| All | -99.8% | +6,105.9% | -6,205.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling