+46.2%
TSLA vs FCEL
-90.4%
+136.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.6% | +1.1% |
| 7D | +3.0% | +15.1% | -12.0% | +0.2% |
| 30D | +11.2% | -16.4% | +27.6% | +13.4% |
| 3M | -7.3% | -5.3% | -2.0% | -11.0% |
| 6M | -7.7% | +124.5% | -132.3% | -29.8% |
| YTD | -18.2% | +126.7% | -144.9% | -39.0% |
| 1Y | +6.0% | +219.9% | -213.9% | -29.4% |
| 3Y | +48.0% | -61.6% | +109.7% | +37.7% |
| 5Y | +46.2% | -90.5% | +136.7% | +91.3% |
| All | +46.2% | -90.4% | +136.6% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling