+35.0%
ELV vs FCEL
+180.7%
-145.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.1% | +9.6% | +5.5% |
| 7D | +2.8% | +6.3% | -3.5% | +2.7% |
| 30D | +4.9% | -26.7% | +31.6% | +5.1% |
| 3M | +4.9% | -10.2% | +15.1% | +4.1% |
| 6M | +45.1% | +123.5% | -78.4% | +38.8% |
| YTD | +20.7% | +117.4% | -96.7% | +14.5% |
| 1Y | +35.0% | +146.0% | -110.9% | +24.2% |
| All | +35.0% | +180.7% | -145.7% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling