-99.9%
FCEL vs VRSK
+585.1%
-685.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.4% |
| 7D | +6.3% | -7.7% | +14.0% | +9.8% |
| 30D | -18.8% | -2.8% | -16.0% | -18.5% |
| 3M | -3.8% | -3.7% | -0.1% | -6.8% |
| 6M | +121.1% | -12.8% | +133.9% | +123.6% |
| YTD | +113.3% | -21.0% | +134.2% | +126.0% |
| 1Y | +173.5% | -32.5% | +206.0% | +214.3% |
| 3Y | -63.9% | -26.5% | -37.4% | -62.8% |
| 5Y | -90.7% | -11.5% | -79.2% | -91.5% |
| 10Y | -99.2% | +125.7% | -224.8% | -99.6% |
| All | -99.9% | +585.1% | -685.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling