-66.7%
FCEL vs EIX
+10.5%
-77.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.0% |
| 7D | -8.3% | +1.0% | -9.3% | -8.8% |
| 30D | -43.0% | +8.9% | -51.8% | -45.3% |
| 3M | -48.2% | -9.8% | -38.4% | -47.2% |
| 6M | -25.0% | -10.2% | -14.8% | -23.8% |
| YTD | +40.6% | +5.9% | +34.7% | +30.1% |
| 1Y | +36.0% | +10.9% | +25.1% | +22.7% |
| 3Y | -66.7% | +10.2% | -76.9% | -74.7% |
| All | -66.7% | +10.5% | -77.3% | -74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling