-90.5%
FCEL vs EFX
-36.4%
-54.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -5.6% |
| 7D | +15.1% | -9.4% | +24.4% | +20.8% |
| 30D | -16.4% | -6.9% | -9.6% | -14.5% |
| 3M | -5.3% | +0.1% | -5.4% | -11.5% |
| 6M | +124.5% | -17.3% | +141.9% | +133.1% |
| YTD | +126.7% | -21.8% | +148.5% | +138.4% |
| 1Y | +219.9% | -32.5% | +252.4% | +281.6% |
| 3Y | -61.6% | -12.3% | -49.3% | -68.9% |
| 5Y | -90.5% | -36.6% | -53.9% | -88.6% |
| All | -90.5% | -36.4% | -54.1% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling