-58.9%
FCEL vs TECH
-0.6%
-58.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.2% | +19.0% | +18.9% |
| 7D | +4.0% | +0.2% | +3.8% | +3.9% |
| 30D | -13.1% | +0.1% | -13.2% | -13.1% |
| 3M | +14.6% | +37.5% | -22.9% | -3.7% |
| 6M | +133.7% | +34.6% | +99.1% | +89.2% |
| YTD | +143.0% | +23.5% | +119.5% | +106.2% |
| 1Y | +320.9% | +34.4% | +286.5% | +227.8% |
| 3Y | -58.9% | +2.3% | -61.2% | -61.9% |
| All | -58.9% | -0.6% | -58.3% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling