-99.8%
FCEL vs ED
+2,125.3%
-2,225.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.8% | +8.7% |
| 7D | +3.0% | -0.1% | +3.1% | +2.8% |
| 30D | -40.0% | +11.6% | -51.6% | -43.0% |
| 3M | -47.0% | +10.5% | -57.6% | -49.5% |
| 6M | -21.0% | +13.2% | -34.2% | -26.2% |
| YTD | +48.0% | +22.1% | +25.9% | +33.0% |
| 1Y | +43.9% | +24.2% | +19.7% | +28.3% |
| 3Y | -67.5% | +46.9% | -114.4% | -73.8% |
| 5Y | -96.7% | +80.8% | -177.5% | -97.6% |
| 10Y | -99.0% | +134.3% | -233.3% | -99.4% |
| All | -99.8% | +2,125.3% | -2,225.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling