-67.5%
FCEL vs RUN
-8.5%
-59.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.1% | -0.3% | -4.0% |
| 7D | +14.8% | -13.7% | +28.5% | +21.5% |
| 30D | -33.9% | +9.4% | -43.2% | -37.7% |
| 3M | -52.7% | -13.4% | -39.3% | -51.1% |
| 6M | -40.0% | -39.6% | -0.4% | -27.8% |
| YTD | +40.2% | -53.7% | +93.9% | +77.2% |
| 1Y | +32.9% | -56.2% | +89.1% | +71.9% |
| All | -67.5% | -8.5% | -59.0% | -81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling