-99.8%
FCEL vs ECL
+11,845.1%
-11,944.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.6% | +7.1% |
| 7D | +3.0% | -0.5% | +3.6% | +3.4% |
| 30D | -40.0% | +8.8% | -48.8% | -43.9% |
| 3M | -47.0% | +7.8% | -54.9% | -50.3% |
| 6M | -21.0% | +21.3% | -42.3% | -33.2% |
| YTD | +48.0% | +17.8% | +30.2% | +26.2% |
| 1Y | +43.9% | +21.1% | +22.8% | +19.7% |
| 3Y | -67.5% | +80.1% | -147.6% | -80.9% |
| 5Y | -96.7% | +40.5% | -137.2% | -97.6% |
| 10Y | -99.0% | +197.7% | -296.8% | -99.6% |
| All | -99.8% | +11,845.1% | -11,944.9% | -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