+37.5%
FCEL vs EL
+23.3%
+14.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -5.7% |
| 7D | -2.8% | +1.5% | -4.3% | -3.0% |
| 30D | -31.6% | +10.0% | -41.6% | -32.5% |
| 3M | -52.4% | +28.4% | -80.8% | -54.2% |
| 6M | -51.4% | +37.1% | -88.5% | -54.2% |
| YTD | +32.4% | +7.8% | +24.6% | +29.5% |
| 1Y | +37.5% | +26.0% | +11.5% | +21.6% |
| All | +37.5% | +23.3% | +14.2% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling