-69.3%
FCEL vs M
+158.0%
-227.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -6.1% |
| 7D | -2.8% | +7.0% | -9.8% | -4.9% |
| 30D | -31.6% | +8.9% | -40.5% | -33.8% |
| 3M | -52.4% | +4.5% | -56.9% | -53.5% |
| 6M | -51.4% | +36.2% | -87.6% | -57.2% |
| YTD | +32.4% | +15.1% | +17.3% | +22.7% |
| 1Y | +37.5% | +27.4% | +10.1% | +22.0% |
| 3Y | -69.3% | +160.1% | -229.4% | -81.5% |
| All | -69.3% | +158.0% | -227.3% | -81.5% |
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