-99.8%
FCEL vs ECL
+11,817.4%
-11,917.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.8% |
| 7D | -8.3% | +0.4% | -8.7% | -8.5% |
| 30D | -43.0% | +8.6% | -51.6% | -46.6% |
| 3M | -48.2% | +7.9% | -56.1% | -51.4% |
| 6M | -25.0% | +21.0% | -46.0% | -36.4% |
| YTD | +40.6% | +17.5% | +23.1% | +20.1% |
| 1Y | +36.0% | +19.7% | +16.3% | +14.1% |
| 3Y | -66.7% | +77.4% | -144.2% | -80.2% |
| 5Y | -96.7% | +38.7% | -135.4% | -97.5% |
| 10Y | -99.0% | +193.5% | -292.5% | -99.6% |
| All | -99.8% | +11,817.4% | -11,917.3% | -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