-99.8%
FCEL vs EIX
+778.5%
-878.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | -15.8% | -19.1% | +3.3% | -10.7% |
| 30D | -29.3% | -16.9% | -12.4% | -25.8% |
| 3M | -30.1% | -20.0% | -10.1% | -26.1% |
| 6M | +74.4% | -21.3% | +95.8% | +85.8% |
| YTD | +104.5% | -1.7% | +106.2% | +101.9% |
| 1Y | +281.4% | +9.6% | +271.8% | +264.5% |
| 3Y | -66.1% | -3.7% | -62.4% | -66.5% |
| 5Y | -91.9% | +22.6% | -114.5% | -92.5% |
| 10Y | -99.2% | +17.7% | -116.9% | -99.3% |
| All | -99.8% | +778.5% | -878.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling