+281.4%
FCEL vs M
+46.1%
+235.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.1% |
| 7D | -15.8% | +4.7% | -20.5% | -17.1% |
| 30D | -29.3% | -9.6% | -19.6% | -27.0% |
| 3M | -30.1% | +0.9% | -31.0% | -31.7% |
| 6M | +74.4% | +22.3% | +52.2% | +58.4% |
| YTD | +104.5% | +6.5% | +98.0% | +93.8% |
| 1Y | +281.4% | +38.8% | +242.6% | +233.9% |
| All | +281.4% | +46.1% | +235.2% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling