-99.2%
FCEL vs EIX
+21.5%
-120.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.3% |
| 7D | +6.3% | +0.8% | +5.5% | +6.3% |
| 30D | -18.8% | -18.8% | 0.0% | -11.6% |
| 3M | -3.8% | -19.7% | +15.9% | +4.7% |
| 6M | +121.1% | -18.2% | +139.4% | +138.1% |
| YTD | +113.3% | -1.7% | +115.0% | +107.5% |
| 1Y | +173.5% | +7.8% | +165.8% | +153.8% |
| 3Y | -63.9% | -5.6% | -58.3% | -64.7% |
| 5Y | -90.7% | +23.7% | -114.4% | -92.1% |
| All | -99.2% | +21.5% | -120.6% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling