-99.1%
FCEL vs EIX
+35.3%
-134.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.7% |
| 7D | -2.8% | +1.4% | -4.2% | -3.5% |
| 30D | -31.6% | +8.5% | -40.2% | -34.7% |
| 3M | -52.4% | -13.5% | -39.0% | -49.9% |
| 6M | -51.4% | -12.4% | -39.1% | -49.6% |
| YTD | +32.4% | +5.9% | +26.5% | +23.5% |
| 1Y | +37.5% | +7.6% | +29.9% | +27.1% |
| 3Y | -69.3% | +12.8% | -82.0% | -72.8% |
| 5Y | -97.1% | +19.2% | -116.3% | -97.5% |
| All | -99.1% | +35.3% | -134.5% | -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