-69.3%
FCEL vs EFX
+4.8%
-74.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.6% |
| 7D | -2.8% | -0.8% | -2.0% | -2.8% |
| 30D | -31.6% | +25.1% | -56.8% | -32.9% |
| 3M | -52.4% | +1.7% | -54.1% | -52.3% |
| 6M | -51.4% | +18.4% | -69.8% | -54.0% |
| YTD | +32.4% | -12.5% | +44.9% | +37.8% |
| 1Y | +37.5% | -8.1% | +45.6% | +39.3% |
| 3Y | -69.3% | +4.8% | -74.1% | -87.5% |
| All | -69.3% | +4.8% | -74.1% | -87.5% |
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