-100.0%
FCEL vs EFV
+256.4%
-356.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.7% | +19.5% | +19.8% |
| 7D | +4.0% | +1.0% | +3.0% | +2.2% |
| 30D | -13.1% | +0.2% | -13.2% | -13.4% |
| 3M | +14.6% | +9.6% | +5.0% | +1.7% |
| 6M | +133.7% | +14.0% | +119.7% | +95.3% |
| YTD | +143.0% | +18.5% | +124.5% | +93.1% |
| 1Y | +320.9% | +27.9% | +293.0% | +202.7% |
| 3Y | -58.9% | +92.4% | -151.3% | -82.7% |
| 5Y | -89.7% | +97.2% | -186.8% | -95.6% |
| 10Y | -99.1% | +163.0% | -262.1% | -99.7% |
| All | -100.0% | +256.4% | -356.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling