-99.1%
FCEL vs P
+652.0%
-751.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.6% | -4.6% |
| 7D | -2.8% | +11.6% | -14.4% | -7.9% |
| 30D | -31.6% | -23.7% | -8.0% | -21.3% |
| 3M | -52.4% | -8.0% | -44.4% | -50.4% |
| 6M | -51.4% | +27.9% | -79.3% | -57.2% |
| YTD | +32.4% | +61.2% | -28.7% | +2.9% |
| 1Y | +37.5% | +28.6% | +8.9% | +14.3% |
| 3Y | -69.3% | +200.5% | -269.7% | -85.6% |
| 5Y | -97.1% | +282.9% | -380.1% | -98.8% |
| All | -99.1% | +652.0% | -751.2% | -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