-96.1%
FCEL vs S
-49.1%
-47.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.8% |
| 7D | -8.3% | +1.4% | -9.7% | -8.4% |
| 30D | -43.0% | -10.8% | -32.2% | -39.7% |
| 3M | -48.2% | +5.4% | -53.6% | -49.9% |
| 6M | -25.0% | +41.2% | -66.2% | -36.7% |
| YTD | +40.6% | +56.2% | -15.6% | +11.3% |
| 1Y | +36.0% | +36.3% | -0.3% | +13.6% |
| 3Y | -66.7% | +49.4% | -116.2% | -76.2% |
| 5Y | -96.7% | -66.9% | -29.8% | -96.0% |
| All | -96.1% | -49.1% | -47.1% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling