+37.5%
FCEL vs S
+30.9%
+6.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.4% |
| 7D | -2.8% | +2.0% | -4.8% | -3.3% |
| 30D | -31.6% | -2.7% | -28.9% | -30.3% |
| 3M | -52.4% | -6.9% | -45.5% | -50.4% |
| 6M | -51.4% | +38.1% | -89.5% | -56.2% |
| YTD | +32.4% | +48.0% | -15.6% | +14.6% |
| 1Y | +37.5% | +34.5% | +3.0% | +20.3% |
| All | +37.5% | +30.9% | +6.6% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling