-97.0%
FCEL vs EFV
+93.2%
-190.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -6.2% |
| 7D | -2.8% | +2.5% | -5.4% | -6.9% |
| 30D | -31.6% | +2.9% | -34.6% | -35.3% |
| 3M | -52.4% | -1.4% | -51.0% | -51.2% |
| 6M | -51.4% | +5.5% | -56.9% | -54.9% |
| YTD | +32.4% | +16.1% | +16.4% | +2.1% |
| 1Y | +37.5% | +20.3% | +17.2% | -0.6% |
| 3Y | -69.3% | +90.4% | -159.7% | -90.2% |
| All | -97.0% | +93.2% | -190.2% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling