-58.9%
FCEL vs ED
+35.1%
-94.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.9% | +17.9% | +19.1% |
| 7D | +4.0% | +0.5% | +3.5% | +4.1% |
| 30D | -13.1% | +1.1% | -14.2% | -12.7% |
| 3M | +14.6% | +4.6% | +9.9% | +15.2% |
| 6M | +133.7% | -2.0% | +135.7% | +134.1% |
| YTD | +143.0% | +11.7% | +131.3% | +142.3% |
| 1Y | +320.9% | +15.7% | +305.1% | +318.5% |
| 3Y | -58.9% | +34.4% | -93.2% | -67.3% |
| All | -58.9% | +35.1% | -94.0% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling