-99.8%
FCEL vs TECH
+15,029.9%
-15,129.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.6% | -5.6% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -31.6% | +0.5% | -32.2% | -31.8% |
| 3M | -52.4% | +1.1% | -53.5% | -52.6% |
| 6M | -51.4% | +62.8% | -114.2% | -59.5% |
| YTD | +32.4% | +24.5% | +8.0% | +17.9% |
| 1Y | +37.5% | +20.6% | +16.9% | +23.2% |
| 3Y | -69.3% | +29.5% | -98.7% | -72.9% |
| 5Y | -97.1% | -40.9% | -56.2% | -96.7% |
| 10Y | -99.1% | +189.5% | -288.6% | -99.3% |
| All | -99.8% | +15,029.9% | -15,129.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling