-99.1%
FCEL vs JBL
+1,558.3%
-1,657.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.1% | -1.6% |
| 7D | +6.3% | +2.4% | +3.9% | +4.6% |
| 30D | -26.7% | -13.1% | -13.6% | -19.3% |
| 3M | -10.2% | -15.6% | +5.4% | +2.5% |
| 6M | +123.5% | +24.6% | +98.9% | +97.9% |
| YTD | +117.4% | +39.6% | +77.8% | +77.6% |
| 1Y | +146.0% | +48.6% | +97.4% | +92.2% |
| 3Y | -61.9% | +197.3% | -259.2% | -83.8% |
| 5Y | -90.5% | +413.0% | -503.5% | -97.3% |
| All | -99.1% | +1,558.3% | -1,657.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 10y: compounded portfolio wealth divided by compounded JBL 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…
10y analysis · Full analysis span regression · 6 months rolling