+281.4%
FCEL vs EFV
+30.7%
+250.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.2% |
| 7D | -15.8% | +1.5% | -17.3% | -18.3% |
| 30D | -29.3% | +1.7% | -31.0% | -31.6% |
| 3M | -30.1% | +8.6% | -38.8% | -38.2% |
| 6M | +74.4% | +11.7% | +62.8% | +49.3% |
| YTD | +104.5% | +19.3% | +85.2% | +43.9% |
| 1Y | +281.4% | +30.2% | +251.2% | +111.9% |
| All | +281.4% | +30.7% | +250.7% | +111.9% |
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