-99.2%
FCEL vs EL
+25.3%
-124.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -4.7% |
| 7D | +6.3% | -4.4% | +10.6% | +8.7% |
| 30D | -18.8% | +10.3% | -29.1% | -24.3% |
| 3M | -3.8% | +13.4% | -17.2% | -12.3% |
| 6M | +121.1% | +3.1% | +118.1% | +106.1% |
| YTD | +113.3% | -6.9% | +120.2% | +108.2% |
| 1Y | +173.5% | +11.9% | +161.6% | +137.2% |
| 3Y | -63.9% | -33.8% | -30.1% | -60.5% |
| 5Y | -90.7% | -69.0% | -21.7% | -82.5% |
| All | -99.2% | +25.3% | -124.4% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling