+2,568.1%
ELV vs FCEL
-100.0%
+2,668.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.5% | +0.2% |
| 7D | +1.0% | -2.8% | +3.8% | +1.0% |
| 30D | +0.4% | -31.6% | +32.0% | +1.7% |
| 3M | +8.4% | -52.4% | +60.8% | +11.0% |
| 6M | +8.4% | -51.4% | +59.8% | +8.9% |
| YTD | +24.4% | +32.4% | -8.0% | +18.0% |
| 1Y | +33.5% | +37.5% | -4.0% | +26.0% |
| 3Y | -2.1% | -69.3% | +67.2% | -5.4% |
| 5Y | +5.8% | -97.1% | +102.9% | +11.2% |
| 10Y | +268.9% | -99.1% | +368.0% | +247.8% |
| All | +2,568.1% | -100.0% | +2,668.1% | +2,420.1% |
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