-99.8%
FCEL vs TRU
+243.6%
-343.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | -2.8% | 0.0% | -2.8% | -2.7% |
| 30D | -31.6% | +21.3% | -52.9% | -40.7% |
| 3M | -52.4% | +0.2% | -52.6% | -54.4% |
| 6M | -51.4% | +22.4% | -73.8% | -60.4% |
| YTD | +32.4% | -4.8% | +37.3% | +21.2% |
| 1Y | +37.5% | -0.2% | +37.7% | +21.5% |
| 3Y | -69.3% | +57.9% | -127.2% | -81.7% |
| 5Y | -97.1% | -26.1% | -71.0% | -97.1% |
| 10Y | -99.1% | +184.8% | -283.9% | -99.6% |
| All | -99.8% | +243.6% | -343.4% | -99.9% |
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 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