-99.0%
FCEL vs P
+691.2%
-790.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.6% |
| 7D | -8.3% | -13.3% | +5.0% | -1.0% |
| 30D | -43.0% | -34.0% | -9.0% | -29.5% |
| 3M | -48.2% | +4.1% | -52.2% | -49.4% |
| 6M | -25.0% | +30.5% | -55.4% | -34.3% |
| YTD | +40.6% | +52.2% | -11.6% | +12.5% |
| 1Y | +36.0% | +10.3% | +25.7% | +22.1% |
| 3Y | -66.7% | +180.9% | -247.6% | -83.9% |
| 5Y | -96.7% | +259.7% | -356.4% | -98.6% |
| 10Y | -99.0% | +652.6% | -751.7% | -99.7% |
| All | -99.0% | +691.2% | -790.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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