-99.6%
FCEL vs TRU
+228.6%
-328.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.8% | +21.6% | +20.5% |
| 7D | +4.0% | -7.2% | +11.2% | +8.4% |
| 30D | -13.1% | -2.8% | -10.3% | -12.7% |
| 3M | +14.6% | +13.0% | +1.6% | +1.0% |
| 6M | +133.7% | +0.7% | +133.0% | +117.3% |
| YTD | +143.0% | -9.0% | +152.0% | +135.4% |
| 1Y | +320.9% | -16.3% | +337.2% | +330.0% |
| 3Y | -58.9% | -1.1% | -57.8% | -65.8% |
| 5Y | -89.7% | -36.0% | -53.6% | -88.2% |
| 10Y | -99.1% | +139.9% | -239.0% | -99.5% |
| All | -99.6% | +228.6% | -328.1% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling