-61.9%
FCEL vs TRU
-1.3%
-60.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | +6.3% | -2.7% | +9.0% | +7.1% |
| 30D | -26.7% | -2.0% | -24.6% | -26.6% |
| 3M | -10.2% | +18.4% | -28.6% | -18.8% |
| 6M | +123.5% | +8.9% | +114.6% | +106.3% |
| YTD | +117.4% | -8.9% | +126.3% | +115.0% |
| 1Y | +146.0% | -15.9% | +161.8% | +152.4% |
| 3Y | -61.9% | -1.1% | -60.8% | -66.9% |
| All | -61.9% | -1.3% | -60.6% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling