-99.2%
FCEL vs EFV
+167.0%
-266.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.4% |
| 7D | +6.3% | -2.0% | +8.3% | +9.9% |
| 30D | -18.8% | -0.2% | -18.6% | -18.7% |
| 3M | -3.8% | +9.1% | -13.0% | -16.0% |
| 6M | +121.1% | +11.7% | +109.4% | +84.8% |
| YTD | +113.3% | +17.0% | +96.2% | +65.2% |
| 1Y | +173.5% | +26.7% | +146.8% | +87.1% |
| 3Y | -63.9% | +90.2% | -154.1% | -87.1% |
| 5Y | -90.7% | +96.1% | -186.8% | -96.7% |
| All | -99.2% | +167.0% | -266.2% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling