-65.9%
FCEL vs REPL
-25.2%
-40.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +1.9% |
| 7D | -15.8% | -3.0% | -12.9% | -15.8% |
| 30D | -29.3% | +27.1% | -56.4% | -29.7% |
| 3M | -30.1% | +52.4% | -82.5% | -30.9% |
| 6M | +74.4% | +107.4% | -33.0% | +65.0% |
| YTD | +104.5% | +54.7% | +49.8% | +95.1% |
| 1Y | +281.4% | +158.9% | +122.5% | +250.2% |
| All | -65.9% | -25.2% | -40.6% | -68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling