+219.9%
FCEL vs EL
+12.1%
+207.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.8% | -6.2% |
| 7D | +15.1% | -2.4% | +17.4% | +15.4% |
| 30D | -16.4% | +13.7% | -30.1% | -18.1% |
| 3M | -5.3% | +14.5% | -19.8% | -7.2% |
| 6M | +124.5% | +7.4% | +117.1% | +123.7% |
| YTD | +126.7% | -4.7% | +131.4% | +136.7% |
| 1Y | +219.9% | +12.9% | +206.9% | +251.7% |
| All | +219.9% | +12.1% | +207.8% | +251.7% |
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