-96.4%
FCEL vs S
-51.7%
-44.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.4% |
| 7D | -2.8% | +2.0% | -4.8% | -3.4% |
| 30D | -31.6% | -2.7% | -28.9% | -30.4% |
| 3M | -52.4% | -6.9% | -45.5% | -51.2% |
| 6M | -51.4% | +38.1% | -89.5% | -58.5% |
| YTD | +32.4% | +48.0% | -15.6% | +7.5% |
| 1Y | +37.5% | +34.5% | +3.0% | +15.6% |
| 3Y | -69.3% | +38.3% | -107.6% | -77.2% |
| 5Y | -97.1% | -70.9% | -26.2% | -96.4% |
| All | -96.4% | -51.7% | -44.6% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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