-99.0%
FCEL vs ECL
+196.4%
-295.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.8% |
| 7D | -8.3% | +0.4% | -8.7% | -8.6% |
| 30D | -43.0% | +8.6% | -51.6% | -46.9% |
| 3M | -48.2% | +7.9% | -56.1% | -51.6% |
| 6M | -25.0% | +21.0% | -46.0% | -37.4% |
| YTD | +40.6% | +17.5% | +23.1% | +18.1% |
| 1Y | +36.0% | +19.7% | +16.3% | +12.0% |
| 3Y | -66.7% | +77.4% | -144.2% | -82.1% |
| 5Y | -96.7% | +38.7% | -135.4% | -97.7% |
| 10Y | -99.0% | +193.5% | -292.5% | -99.6% |
| All | -99.0% | +196.4% | -295.5% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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