-90.8%
FCEL vs TROW
-38.6%
-52.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -5.7% |
| 7D | +6.3% | -3.0% | +9.3% | +10.1% |
| 30D | -18.8% | -5.5% | -13.4% | -13.8% |
| 3M | -3.8% | +2.3% | -6.1% | -6.6% |
| 6M | +121.1% | +23.9% | +97.2% | +70.9% |
| YTD | +113.3% | +7.9% | +105.4% | +93.9% |
| 1Y | +173.5% | +6.1% | +167.4% | +157.0% |
| 3Y | -63.9% | +13.8% | -77.7% | -69.2% |
| All | -90.8% | -38.6% | -52.1% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling