-99.1%
FCEL vs TROW
+130.0%
-229.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +3.2% |
| 7D | +6.3% | -3.2% | +9.5% | +10.0% |
| 30D | -26.7% | -4.6% | -22.1% | -23.2% |
| 3M | -10.2% | -0.7% | -9.5% | -9.8% |
| 6M | +123.5% | +22.2% | +101.3% | +80.5% |
| YTD | +117.4% | +6.6% | +110.7% | +103.0% |
| 1Y | +146.0% | +5.8% | +140.1% | +134.9% |
| 3Y | -61.9% | +11.6% | -73.5% | -65.7% |
| 5Y | -90.5% | -38.9% | -51.6% | -83.9% |
| All | -99.1% | +130.0% | -229.2% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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