-99.1%
FCEL vs ED
+147.1%
-246.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -6.9% | -5.9% |
| 7D | -2.8% | +2.1% | -4.9% | -3.3% |
| 30D | -31.6% | +10.4% | -42.0% | -33.6% |
| 3M | -52.4% | +12.5% | -65.0% | -54.0% |
| 6M | -51.4% | +14.9% | -66.3% | -53.7% |
| YTD | +32.4% | +24.8% | +7.6% | +21.9% |
| 1Y | +37.5% | +23.8% | +13.7% | +26.9% |
| 3Y | -69.3% | +51.6% | -120.9% | -74.6% |
| 5Y | -97.1% | +86.4% | -183.6% | -97.8% |
| All | -99.1% | +147.1% | -246.2% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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