-99.1%
FCEL vs M
-6.4%
-92.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.6% | +21.4% | +19.9% |
| 7D | +4.0% | +2.4% | +1.6% | +2.6% |
| 30D | -13.1% | -11.6% | -1.5% | -9.0% |
| 3M | +14.6% | +1.6% | +13.0% | +12.1% |
| 6M | +133.7% | +25.2% | +108.5% | +109.9% |
| YTD | +143.0% | +3.8% | +139.2% | +134.0% |
| 1Y | +320.9% | +36.3% | +284.5% | +260.2% |
| 3Y | -58.9% | +116.3% | -175.2% | -73.0% |
| 5Y | -89.7% | +28.2% | -117.8% | -91.9% |
| 10Y | -99.1% | -3.4% | -95.7% | -99.4% |
| All | -99.1% | -6.4% | -92.7% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling