-99.8%
FCEL vs ECL
+10,746.9%
-10,846.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -15.8% | -2.6% | -13.2% | -14.1% |
| 30D | -29.3% | -2.2% | -27.1% | -28.4% |
| 3M | -30.1% | +10.1% | -40.2% | -36.2% |
| 6M | +74.4% | -5.7% | +80.2% | +77.3% |
| YTD | +104.5% | +7.0% | +97.6% | +88.2% |
| 1Y | +281.4% | +2.7% | +278.7% | +259.2% |
| 3Y | -66.1% | +57.7% | -123.8% | -77.7% |
| 5Y | -91.9% | +31.1% | -123.0% | -93.8% |
| 10Y | -99.2% | +150.9% | -250.1% | -99.6% |
| All | -99.8% | +10,746.9% | -10,846.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling