-96.5%
FCEL vs REPL
-7.7%
-88.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.8% | +20.6% | +18.9% |
| 7D | +4.0% | -5.7% | +9.7% | +4.4% |
| 30D | -13.1% | +22.5% | -35.5% | -14.6% |
| 3M | +14.6% | +64.7% | -50.1% | +5.7% |
| 6M | +133.7% | +83.0% | +50.7% | +93.0% |
| YTD | +143.0% | +52.0% | +91.0% | +103.8% |
| 1Y | +320.9% | +144.5% | +176.3% | +211.7% |
| 3Y | -58.9% | -25.1% | -33.8% | -72.7% |
| 5Y | -89.7% | -52.9% | -36.8% | -92.7% |
| All | -96.5% | -7.7% | -88.8% | -97.9% |
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