-99.8%
FCEL vs M
+691.4%
-791.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.1% | +0.5% | +5.4% |
| 7D | +3.0% | +2.5% | +0.5% | +1.7% |
| 30D | -40.0% | +10.1% | -50.0% | -42.6% |
| 3M | -47.0% | -0.9% | -46.1% | -47.5% |
| 6M | -21.0% | +30.2% | -51.2% | -30.6% |
| YTD | +48.0% | +16.3% | +31.7% | +35.1% |
| 1Y | +43.9% | +27.0% | +16.9% | +26.1% |
| 3Y | -67.5% | +154.5% | -222.0% | -80.0% |
| 5Y | -96.7% | -1.1% | -95.6% | -97.1% |
| 10Y | -99.0% | +0.5% | -99.5% | -99.3% |
| All | -99.8% | +691.4% | -791.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling