+2,385.0%
ELV vs FCEL
-100.0%
+2,485.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +18.8% | -20.2% | -2.2% |
| 7D | -0.3% | +4.0% | -4.3% | -0.6% |
| 30D | +2.0% | -13.1% | +15.0% | +2.3% |
| 3M | -3.5% | +14.6% | -18.1% | -5.4% |
| 6M | +40.2% | +133.7% | -93.5% | +31.2% |
| YTD | +15.8% | +143.0% | -127.1% | +7.7% |
| 1Y | +33.2% | +320.9% | -287.7% | +19.5% |
| 3Y | -6.2% | -58.9% | +52.7% | -10.1% |
| 5Y | +16.4% | -89.7% | +106.1% | +15.2% |
| 10Y | +259.8% | -99.1% | +358.8% | +245.6% |
| All | +2,385.0% | -100.0% | +2,485.0% | +2,200.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling