-90.5%
FCEL vs RUN
-80.3%
-10.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.6% | -2.1% | -4.4% |
| 7D | +15.1% | -1.8% | +16.9% | +16.5% |
| 30D | -16.4% | -10.8% | -5.6% | -12.1% |
| 3M | -5.3% | -30.2% | +24.9% | +13.1% |
| 6M | +124.5% | -22.3% | +146.9% | +147.5% |
| YTD | +126.7% | -52.2% | +178.8% | +204.0% |
| 1Y | +219.9% | -45.1% | +265.0% | +298.3% |
| 3Y | -61.6% | -37.1% | -24.5% | -73.8% |
| 5Y | -90.5% | -80.3% | -10.2% | -85.5% |
| All | -90.5% | -80.3% | -10.3% | -85.5% |
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 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