-70.9%
FCEL vs M
+100.8%
-171.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -4.6% | +16.1% | +13.0% |
| 7D | -11.2% | -4.3% | -7.0% | -10.2% |
| 30D | -45.8% | +1.3% | -47.1% | -46.3% |
| 3M | -51.0% | -7.4% | -43.6% | -50.2% |
| 6M | -22.2% | +18.3% | -40.6% | -28.3% |
| YTD | +36.3% | +7.6% | +28.7% | +29.1% |
| 1Y | +29.0% | +17.4% | +11.6% | +17.8% |
| 3Y | -70.9% | +108.4% | -179.2% | -82.1% |
| All | -70.9% | +100.8% | -171.7% | -82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling