-60.3%
FCEL vs EFX
-12.7%
-47.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -6.4% |
| 7D | +15.1% | -9.4% | +24.4% | +16.8% |
| 30D | -16.4% | -6.9% | -9.6% | -15.9% |
| 3M | -5.3% | +0.1% | -5.4% | -8.5% |
| 6M | +124.5% | -17.3% | +141.9% | +132.3% |
| YTD | +126.7% | -21.8% | +148.5% | +138.0% |
| 1Y | +219.9% | -32.5% | +252.4% | +267.8% |
| All | -60.3% | -12.7% | -47.6% | -72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling