+48.2%
FCEL vs EL
+25.2%
+23.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +6.7% |
| 7D | +3.9% | +0.3% | +3.6% | +3.9% |
| 30D | -33.1% | +12.3% | -45.4% | -34.3% |
| 3M | -43.0% | +28.4% | -71.4% | -45.3% |
| 6M | -31.3% | +36.7% | -68.0% | -35.6% |
| YTD | +49.8% | +8.4% | +41.4% | +44.8% |
| 1Y | +48.2% | +25.4% | +22.8% | +24.0% |
| All | +48.2% | +25.2% | +23.0% | +24.0% |
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