-96.9%
FCEL vs P
+247.4%
-344.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +3.5% | +8.0% | +9.7% |
| 7D | -11.2% | -23.8% | +12.6% | +2.3% |
| 30D | -45.8% | -36.6% | -9.2% | -31.3% |
| 3M | -51.0% | +10.9% | -61.9% | -53.9% |
| 6M | -22.2% | +30.0% | -52.2% | -31.9% |
| YTD | +36.3% | +44.4% | -8.1% | +11.5% |
| 1Y | +29.0% | +3.9% | +25.1% | +18.7% |
| 3Y | -70.9% | +176.6% | -247.5% | -87.5% |
| All | -96.9% | +247.4% | -344.3% | -98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling