-99.8%
FCEL vs ED
+1,916.7%
-2,016.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.4% |
| 7D | -15.8% | -0.2% | -15.6% | -15.8% |
| 30D | -29.3% | -0.1% | -29.1% | -29.4% |
| 3M | -30.1% | +3.9% | -34.1% | -32.0% |
| 6M | +74.4% | -3.0% | +77.5% | +73.9% |
| YTD | +104.5% | +10.7% | +93.8% | +92.3% |
| 1Y | +281.4% | +13.3% | +268.0% | +253.1% |
| 3Y | -66.1% | +34.5% | -100.6% | -71.5% |
| 5Y | -91.9% | +67.1% | -159.0% | -93.9% |
| 10Y | -99.2% | +103.0% | -202.3% | -99.5% |
| All | -99.8% | +1,916.7% | -2,016.5% | -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