-99.1%
FCEL vs EL
+62.2%
-161.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -6.2% |
| 7D | -2.8% | +1.5% | -4.3% | -3.5% |
| 30D | -31.6% | +10.0% | -41.6% | -35.2% |
| 3M | -52.4% | +28.4% | -80.8% | -59.4% |
| 6M | -51.4% | +37.1% | -88.5% | -60.8% |
| YTD | +32.4% | +7.8% | +24.6% | +18.6% |
| 1Y | +37.5% | +26.0% | +11.5% | +12.4% |
| 3Y | -69.3% | +3.8% | -73.1% | -75.0% |
| 5Y | -97.1% | -65.2% | -31.9% | -94.9% |
| All | -99.1% | +62.2% | -161.3% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling