-97.0%
FCEL vs RACE
+64.4%
-161.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -6.6% |
| 7D | -2.8% | -1.2% | -1.6% | -1.9% |
| 30D | -31.6% | +6.1% | -37.8% | -34.8% |
| 3M | -52.4% | -0.3% | -52.1% | -52.7% |
| 6M | -51.4% | +23.4% | -74.8% | -58.4% |
| YTD | +32.4% | +12.5% | +19.9% | +17.5% |
| 1Y | +37.5% | -0.5% | +38.0% | +35.0% |
| 3Y | -69.3% | +23.6% | -92.9% | -80.4% |
| All | -97.0% | +64.4% | -161.4% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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