-97.1%
FCEL vs REPL
-6.0%
-91.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.0% |
| 7D | -15.8% | -3.0% | -12.9% | -15.7% |
| 30D | -29.3% | +27.1% | -56.4% | -30.8% |
| 3M | -30.1% | +52.4% | -82.5% | -34.9% |
| 6M | +74.4% | +107.4% | -33.0% | +41.8% |
| YTD | +104.5% | +54.7% | +49.8% | +71.3% |
| 1Y | +281.4% | +158.9% | +122.5% | +180.3% |
| 3Y | -66.1% | -23.7% | -42.4% | -77.5% |
| 5Y | -91.9% | -54.3% | -37.5% | -94.2% |
| All | -97.1% | -6.0% | -91.1% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling