-99.8%
FCEL vs ED
+2,140.4%
-2,240.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.5% |
| 7D | +3.9% | -0.9% | +4.8% | +4.0% |
| 30D | -33.1% | +11.2% | -44.3% | -36.4% |
| 3M | -43.0% | +11.8% | -54.8% | -45.8% |
| 6M | -31.3% | +14.1% | -45.4% | -36.0% |
| YTD | +49.8% | +23.0% | +26.8% | +34.3% |
| 1Y | +48.2% | +23.7% | +24.5% | +32.4% |
| 3Y | -64.6% | +47.7% | -112.3% | -71.5% |
| 5Y | -96.7% | +82.6% | -179.3% | -97.6% |
| 10Y | -99.0% | +141.8% | -240.8% | -99.4% |
| All | -99.8% | +2,140.4% | -2,240.2% | -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