-58.9%
FCEL vs EIX
0.0%
-58.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +4.5% | +14.3% | +16.7% |
| 7D | +4.0% | +0.9% | +3.1% | +4.1% |
| 30D | -13.1% | -13.5% | +0.5% | -9.3% |
| 3M | +14.6% | -15.3% | +29.8% | +20.1% |
| 6M | +133.7% | -15.3% | +149.0% | +144.5% |
| YTD | +143.0% | +2.7% | +140.2% | +127.3% |
| 1Y | +320.9% | +17.4% | +303.4% | +267.1% |
| 3Y | -58.9% | -1.3% | -57.6% | -66.3% |
| All | -58.9% | 0.0% | -58.9% | -66.3% |
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 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