-60.3%
FCEL vs ECL
+54.1%
-114.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -6.3% |
| 7D | +15.1% | -2.7% | +17.8% | +15.7% |
| 30D | -16.4% | -4.3% | -12.2% | -15.8% |
| 3M | -5.3% | +3.2% | -8.5% | -7.1% |
| 6M | +124.5% | -2.9% | +127.4% | +124.9% |
| YTD | +126.7% | +4.3% | +122.4% | +119.9% |
| 1Y | +219.9% | +1.6% | +218.2% | +213.7% |
| All | -60.3% | +54.1% | -114.3% | -75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling