-96.7%
FCEL vs ED
+82.1%
-178.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.8% | +8.6% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | -40.0% | +11.6% | -51.6% | -40.1% |
| 3M | -47.0% | +10.5% | -57.6% | -47.1% |
| 6M | -21.0% | +13.2% | -34.2% | -21.9% |
| YTD | +48.0% | +22.1% | +25.9% | +43.1% |
| 1Y | +43.9% | +24.2% | +19.7% | +38.5% |
| 3Y | -67.5% | +46.9% | -114.4% | -72.3% |
| 5Y | -96.7% | +80.8% | -177.5% | -96.6% |
| All | -96.7% | +82.1% | -178.7% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling