-99.2%
FCEL vs EAT
+379.9%
-479.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.8% |
| 7D | +6.3% | -6.2% | +12.5% | +8.6% |
| 30D | -18.8% | -3.0% | -15.8% | -17.8% |
| 3M | -3.8% | +45.6% | -49.5% | -17.6% |
| 6M | +121.1% | +53.5% | +67.6% | +84.9% |
| YTD | +113.3% | +49.6% | +63.7% | +79.5% |
| 1Y | +173.5% | +38.9% | +134.6% | +133.9% |
| 3Y | -63.9% | +589.7% | -653.6% | -83.7% |
| 5Y | -90.7% | +318.7% | -409.3% | -95.2% |
| All | -99.2% | +379.9% | -479.0% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling