-99.1%
FCEL vs P
+712.4%
-811.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +1.6% | +17.2% | +18.0% |
| 7D | +4.0% | +7.8% | -3.9% | +0.5% |
| 30D | -13.1% | +12.3% | -25.4% | -18.9% |
| 3M | +14.6% | +37.1% | -22.5% | -0.9% |
| 6M | +133.7% | +66.1% | +67.6% | +82.2% |
| YTD | +143.0% | +50.9% | +92.0% | +94.7% |
| 1Y | +320.9% | +27.2% | +293.6% | +254.0% |
| 3Y | -58.9% | +158.7% | -217.6% | -79.0% |
| 5Y | -89.7% | +291.1% | -380.8% | -95.7% |
| 10Y | -99.1% | +715.0% | -814.1% | -99.7% |
| All | -99.1% | +712.4% | -811.4% | -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