-69.3%
FCEL vs REPL
+97.7%
-167.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.6% |
| 7D | -2.8% | +1.2% | -4.1% | -2.9% |
| 30D | -31.6% | +92.2% | -123.8% | -32.7% |
| 3M | -52.4% | +44.1% | -96.5% | -52.9% |
| 6M | -51.4% | +313.0% | -364.4% | -53.3% |
| YTD | +32.4% | +125.2% | -92.8% | +26.2% |
| 1Y | +37.5% | +143.8% | -106.3% | +30.7% |
| 3Y | -69.3% | +104.2% | -173.5% | -76.3% |
| All | -69.3% | +97.7% | -167.0% | -76.3% |
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