-91.7%
FCEL vs M
+27.3%
-119.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +0.7% |
| 7D | -15.8% | +4.7% | -20.5% | -17.8% |
| 30D | -29.3% | -9.6% | -19.6% | -26.1% |
| 3M | -30.1% | +0.9% | -31.0% | -31.3% |
| 6M | +74.4% | +22.3% | +52.2% | +56.1% |
| YTD | +104.5% | +6.5% | +98.0% | +93.4% |
| 1Y | +281.4% | +38.8% | +242.6% | +215.2% |
| 3Y | -66.1% | +115.9% | -182.0% | -80.1% |
| All | -91.7% | +27.3% | -119.0% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling