-89.7%
FCEL vs S
-72.3%
-17.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.3% | +21.1% | +19.8% |
| 7D | +4.0% | -5.8% | +9.8% | +7.0% |
| 30D | -13.1% | -9.2% | -3.9% | -10.1% |
| 3M | +14.6% | +23.4% | -8.8% | +2.4% |
| 6M | +133.7% | +36.9% | +96.8% | +96.9% |
| YTD | +143.0% | +29.5% | +113.4% | +108.0% |
| 1Y | +320.9% | +5.4% | +315.4% | +294.3% |
| 3Y | -58.9% | +14.7% | -73.6% | -67.2% |
| 5Y | -89.7% | -71.5% | -18.1% | -86.0% |
| All | -89.7% | -72.3% | -17.3% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling