-93.8%
FCEL vs S
-57.7%
-36.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.7% |
| 7D | +15.1% | -1.2% | +16.3% | +15.5% |
| 30D | -16.4% | -12.6% | -3.9% | -12.1% |
| 3M | -5.3% | +27.6% | -32.8% | -16.0% |
| 6M | +124.5% | +35.5% | +89.1% | +91.3% |
| YTD | +126.7% | +29.6% | +97.1% | +95.2% |
| 1Y | +219.9% | +8.1% | +211.8% | +197.9% |
| 3Y | -61.6% | +14.8% | -76.4% | -69.0% |
| 5Y | -90.5% | -70.6% | -19.9% | -88.0% |
| All | -93.8% | -57.7% | -36.1% | -92.9% |
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