-99.1%
FCEL vs RUN
+68.6%
-167.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -6.2% |
| 7D | -2.8% | -13.5% | +10.7% | +4.0% |
| 30D | -31.6% | +18.3% | -49.9% | -39.0% |
| 3M | -52.4% | -12.5% | -39.9% | -50.9% |
| 6M | -51.4% | -40.3% | -11.1% | -39.3% |
| YTD | +32.4% | -53.1% | +85.5% | +72.6% |
| 1Y | +37.5% | -54.3% | +91.8% | +81.6% |
| 3Y | -69.3% | -6.5% | -62.8% | -81.9% |
| 5Y | -97.1% | -85.3% | -11.8% | -95.9% |
| All | -99.1% | +68.6% | -167.7% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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