-99.8%
FCEL vs EFX
+6,587.9%
-6,687.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.9% |
| 7D | -2.8% | -0.8% | -2.0% | -2.4% |
| 30D | -31.6% | +25.1% | -56.8% | -40.8% |
| 3M | -52.4% | +1.7% | -54.1% | -54.8% |
| 6M | -51.4% | +18.4% | -69.8% | -59.4% |
| YTD | +32.4% | -12.5% | +44.9% | +25.3% |
| 1Y | +37.5% | -8.1% | +45.6% | +26.6% |
| 3Y | -69.3% | +4.8% | -74.1% | -74.6% |
| 5Y | -97.1% | -30.1% | -67.0% | -96.9% |
| 10Y | -99.1% | +81.5% | -180.6% | -99.5% |
| All | -99.8% | +6,587.9% | -6,687.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling