-97.0%
FCEL vs RUN
-85.5%
-11.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.1% | -0.3% | -3.4% |
| 7D | +14.8% | -13.7% | +28.5% | +23.3% |
| 30D | -33.9% | +9.4% | -43.2% | -38.7% |
| 3M | -52.7% | -13.4% | -39.3% | -50.9% |
| 6M | -40.0% | -39.6% | -0.4% | -24.9% |
| YTD | +40.2% | -53.7% | +93.9% | +85.2% |
| 1Y | +32.9% | -56.2% | +89.1% | +80.8% |
| 3Y | -66.8% | -9.7% | -57.1% | -82.3% |
| 5Y | -97.0% | -85.5% | -11.5% | -94.8% |
| All | -97.0% | -85.5% | -11.5% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling