+64.7%
ENTG vs FCEL
-66.8%
+131.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | +0.5% |
| 7D | +22.8% | +14.8% | +8.0% | +19.8% |
| 30D | -4.9% | -33.9% | +29.0% | +2.5% |
| 3M | -4.8% | -52.7% | +47.9% | +7.1% |
| 6M | +5.6% | -40.0% | +45.6% | +10.4% |
| YTD | +82.4% | +40.2% | +42.2% | +61.8% |
| 1Y | +82.9% | +32.9% | +49.9% | +62.1% |
| All | +64.7% | -66.8% | +131.6% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling