-60.3%
FCEL vs EFV
+88.7%
-149.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -5.0% |
| 7D | +15.1% | -0.5% | +15.6% | +16.0% |
| 30D | -16.4% | 0.0% | -16.5% | -16.7% |
| 3M | -5.3% | +8.4% | -13.7% | -17.3% |
| 6M | +124.5% | +12.3% | +112.2% | +82.1% |
| YTD | +126.7% | +17.4% | +109.3% | +68.5% |
| 1Y | +219.9% | +27.1% | +192.8% | +105.4% |
| All | -60.3% | +88.7% | -149.0% | -91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling