-99.1%
FCEL vs MKTX
+5.0%
-104.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.3% | -0.2% | +6.5% | +6.4% |
| 30D | -26.7% | +0.7% | -27.4% | -26.9% |
| 3M | -10.2% | +40.8% | -51.0% | -21.5% |
| 6M | +123.5% | -8.0% | +131.5% | +127.0% |
| YTD | +117.4% | -8.7% | +126.1% | +120.5% |
| 1Y | +146.0% | -11.8% | +157.8% | +151.3% |
| 3Y | -61.9% | -24.0% | -37.9% | -59.9% |
| 5Y | -90.5% | -60.3% | -30.2% | -87.6% |
| All | -99.1% | +5.0% | -104.2% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling