-99.7%
FCEL vs EFX
+6,001.3%
-6,101.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.1% | +21.9% | +20.4% |
| 7D | +4.0% | -7.8% | +11.8% | +8.1% |
| 30D | -13.1% | -5.7% | -7.3% | -11.6% |
| 3M | +14.6% | +2.5% | +12.1% | +7.2% |
| 6M | +133.7% | -16.7% | +150.4% | +138.8% |
| YTD | +143.0% | -20.2% | +163.1% | +148.7% |
| 1Y | +320.9% | -31.4% | +352.2% | +370.1% |
| 3Y | -58.9% | -10.5% | -48.4% | -61.6% |
| 5Y | -89.7% | -35.2% | -54.4% | -88.0% |
| 10Y | -99.1% | +40.2% | -139.2% | -99.3% |
| All | -99.7% | +6,001.3% | -6,101.1% | -99.9% |
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