-99.1%
FCEL vs EIX
+34.9%
-134.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.5% |
| 7D | +14.8% | -1.5% | +16.2% | +15.5% |
| 30D | -33.9% | +8.1% | -42.0% | -36.7% |
| 3M | -52.7% | -12.1% | -40.6% | -50.7% |
| 6M | -40.0% | -13.4% | -26.6% | -37.4% |
| YTD | +40.2% | +5.6% | +34.6% | +31.0% |
| 1Y | +32.9% | +7.8% | +25.1% | +22.7% |
| 3Y | -66.8% | +9.8% | -76.7% | -70.2% |
| 5Y | -97.0% | +18.8% | -115.8% | -97.4% |
| All | -99.1% | +34.9% | -134.0% | -99.4% |
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