+22.2%
ELV vs FCEL
-90.6%
+112.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | +3.2% | +6.3% | -3.1% | +3.1% |
| 30D | +5.4% | -26.7% | +32.0% | +5.7% |
| 3M | +5.4% | -10.2% | +15.5% | +4.9% |
| 6M | +45.7% | +123.5% | -77.8% | +41.8% |
| YTD | +21.2% | +117.4% | -96.2% | +17.7% |
| 1Y | +35.6% | +146.0% | -110.4% | +31.1% |
| 3Y | -2.0% | -61.9% | +59.9% | -3.6% |
| All | +22.2% | -90.6% | +112.8% | +22.4% |
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