-98.0%
FCEL vs REPL
+37.4%
-135.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.5% |
| 7D | +14.8% | +9.8% | +5.0% | +13.8% |
| 30D | -33.9% | +81.5% | -115.4% | -37.3% |
| 3M | -52.7% | +44.2% | -96.9% | -54.3% |
| 6M | -40.0% | +437.4% | -477.4% | -52.4% |
| YTD | +40.2% | +126.1% | -85.9% | +13.4% |
| 1Y | +32.9% | +143.1% | -110.2% | +6.6% |
| 3Y | -66.8% | +97.8% | -164.7% | -81.5% |
| 5Y | -97.0% | -34.3% | -62.7% | -97.9% |
| All | -98.0% | +37.4% | -135.4% | -98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling