+42.4%
FCEL vs EFV
+25.8%
+16.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.1% | -9.1% | -11.1% |
| 7D | -14.9% | +2.9% | -17.7% | -19.2% |
| 30D | -41.7% | +3.6% | -45.2% | -45.1% |
| 3M | -53.2% | -0.1% | -53.0% | -53.2% |
| 6M | -19.0% | +9.6% | -28.7% | -26.5% |
| YTD | +44.2% | +17.0% | +27.2% | +9.6% |
| 1Y | +42.4% | +25.7% | +16.8% | -8.0% |
| All | +42.4% | +25.8% | +16.6% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling