+42.4%
FCEL vs TRU
+2.1%
+40.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.6% | -10.5% | -4.6% |
| 7D | -14.9% | +10.5% | -25.4% | -12.2% |
| 30D | -41.7% | +28.7% | -70.4% | -37.7% |
| 3M | -53.2% | +0.7% | -53.8% | -52.5% |
| 6M | -19.0% | +19.3% | -38.4% | -18.1% |
| YTD | +44.2% | -3.7% | +47.9% | +42.4% |
| 1Y | +42.4% | +3.4% | +39.0% | +38.9% |
| All | +42.4% | +2.1% | +40.3% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling