-99.7%
FCEL vs P
+504.9%
-604.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.3% | +2.3% | +5.9% |
| 7D | +3.0% | -9.6% | +12.7% | +8.4% |
| 30D | -40.0% | -33.4% | -6.6% | -27.7% |
| 3M | -47.0% | +14.2% | -61.2% | -50.3% |
| 6M | -21.0% | +31.6% | -52.6% | -29.7% |
| YTD | +48.0% | +53.5% | -5.5% | +21.8% |
| 1Y | +43.9% | +14.2% | +29.7% | +29.6% |
| 3Y | -67.5% | +190.5% | -258.0% | -82.5% |
| 5Y | -96.7% | +256.3% | -353.0% | -98.3% |
| 10Y | -99.0% | +707.9% | -806.9% | -99.6% |
| All | -99.7% | +504.9% | -604.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling