-99.1%
FCEL vs TECH
+179.6%
-278.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.6% | -6.6% |
| 7D | +15.1% | -0.1% | +15.1% | +15.1% |
| 30D | -16.4% | +0.3% | -16.7% | -16.6% |
| 3M | -5.3% | +32.9% | -38.2% | -24.3% |
| 6M | +124.5% | +32.1% | +92.5% | +69.1% |
| YTD | +126.7% | +23.4% | +103.3% | +77.7% |
| 1Y | +219.9% | +34.1% | +185.8% | +129.4% |
| 3Y | -61.6% | +2.2% | -63.8% | -67.0% |
| 5Y | -90.5% | -41.8% | -48.7% | -87.5% |
| 10Y | -99.1% | +188.9% | -288.0% | -99.6% |
| All | -99.1% | +179.6% | -278.7% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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