+146.0%
FCEL vs TRU
-13.7%
+159.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +2.0% |
| 7D | +6.3% | -2.7% | +9.0% | +6.1% |
| 30D | -26.7% | -2.0% | -24.6% | -26.8% |
| 3M | -10.2% | +18.4% | -28.6% | -14.2% |
| 6M | +123.5% | +8.9% | +114.6% | +114.2% |
| YTD | +117.4% | -8.9% | +126.3% | +118.4% |
| 1Y | +146.0% | -15.9% | +161.8% | +162.3% |
| All | +146.0% | -13.7% | +159.6% | +162.3% |
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