-61.9%
FCEL vs VRSK
-26.5%
-35.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +2.0% |
| 7D | +6.3% | -5.2% | +11.4% | +4.7% |
| 30D | -26.7% | -2.3% | -24.4% | -26.8% |
| 3M | -10.2% | -2.9% | -7.3% | -11.3% |
| 6M | +123.5% | -12.8% | +136.3% | +120.9% |
| YTD | +117.4% | -20.8% | +138.2% | +110.9% |
| 1Y | +146.0% | -33.2% | +179.2% | +141.0% |
| 3Y | -61.9% | -26.6% | -35.3% | -66.7% |
| All | -61.9% | -26.5% | -35.4% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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