-96.7%
FCEL vs REPL
-9.7%
-87.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.2% | -4.5% | -6.5% |
| 7D | +15.1% | -9.6% | +24.6% | +16.0% |
| 30D | -16.4% | +5.7% | -22.1% | -16.8% |
| 3M | -5.3% | +56.4% | -61.6% | -12.2% |
| 6M | +124.5% | +67.4% | +57.1% | +87.4% |
| YTD | +126.7% | +48.7% | +78.0% | +90.5% |
| 1Y | +219.9% | +148.3% | +71.6% | +136.4% |
| 3Y | -61.6% | -26.7% | -35.0% | -74.5% |
| 5Y | -90.5% | -54.1% | -36.4% | -93.3% |
| All | -96.7% | -9.7% | -87.0% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded REPL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling