-99.0%
FCEL vs ED
+136.7%
-235.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.7% | -5.2% |
| 7D | -8.3% | +2.1% | -10.4% | -8.9% |
| 30D | -43.0% | +12.4% | -55.4% | -44.9% |
| 3M | -48.2% | +13.1% | -61.3% | -50.0% |
| 6M | -25.0% | +14.1% | -39.0% | -28.5% |
| YTD | +40.6% | +23.1% | +17.6% | +29.9% |
| 1Y | +36.0% | +25.4% | +10.5% | +24.7% |
| 3Y | -66.7% | +47.9% | -114.6% | -72.3% |
| 5Y | -96.7% | +81.9% | -178.5% | -97.4% |
| 10Y | -99.0% | +141.3% | -240.3% | -99.3% |
| All | -99.0% | +136.7% | -235.7% | -99.3% |
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