+147.8%
GE vs FCEL
-99.2%
+247.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | -0.1% |
| 7D | -2.8% | +6.3% | -9.1% | -3.2% |
| 30D | -11.9% | -18.8% | +6.9% | -11.3% |
| 3M | +1.8% | -3.8% | +5.7% | +0.8% |
| 6M | -0.6% | +121.1% | -121.7% | -6.8% |
| YTD | +5.5% | +113.3% | -107.8% | -1.3% |
| 1Y | +15.0% | +173.5% | -158.6% | +5.4% |
| 3Y | +269.5% | -63.9% | +333.4% | +257.5% |
| 5Y | +422.4% | -90.7% | +513.1% | +425.1% |
| All | +147.8% | -99.2% | +247.0% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling