-96.7%
FCEL vs EIX
+18.4%
-115.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.0% |
| 7D | -8.3% | +1.0% | -9.3% | -8.9% |
| 30D | -43.0% | +8.9% | -51.8% | -45.8% |
| 3M | -48.2% | -9.8% | -38.4% | -46.9% |
| 6M | -25.0% | -10.2% | -14.8% | -23.4% |
| YTD | +40.6% | +5.9% | +34.7% | +28.2% |
| 1Y | +36.0% | +10.9% | +25.1% | +20.2% |
| 3Y | -66.7% | +10.2% | -76.9% | -71.5% |
| 5Y | -96.7% | +17.0% | -113.7% | -97.4% |
| All | -96.7% | +18.4% | -115.1% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling