-58.9%
FCEL vs M
+120.4%
-179.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.6% | +21.4% | +19.7% |
| 7D | +4.0% | +2.4% | +1.6% | +2.7% |
| 30D | -13.1% | -11.6% | -1.5% | -9.3% |
| 3M | +14.6% | +1.6% | +13.0% | +11.9% |
| 6M | +133.7% | +25.2% | +108.5% | +110.8% |
| YTD | +143.0% | +3.8% | +139.2% | +133.8% |
| 1Y | +320.9% | +36.3% | +284.5% | +261.6% |
| 3Y | -58.9% | +116.3% | -175.2% | -79.3% |
| All | -58.9% | +120.4% | -179.3% | -79.3% |
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