+146.0%
FCEL vs EFX
-30.9%
+176.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +2.2% |
| 7D | +6.3% | -4.5% | +10.8% | +3.9% |
| 30D | -26.7% | -6.1% | -20.6% | -28.4% |
| 3M | -10.2% | +6.2% | -16.4% | -8.7% |
| 6M | +123.5% | -11.2% | +134.7% | +124.7% |
| YTD | +117.4% | -21.4% | +138.8% | +125.0% |
| 1Y | +146.0% | -34.3% | +180.3% | +191.6% |
| All | +146.0% | -30.9% | +176.9% | +191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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