-58.9%
FCEL vs EL
-30.9%
-27.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.1% | +20.9% | +19.5% |
| 7D | +4.0% | +1.7% | +2.3% | +3.2% |
| 30D | -13.1% | +15.5% | -28.6% | -17.7% |
| 3M | +14.6% | +20.6% | -6.0% | +6.5% |
| 6M | +133.7% | +10.5% | +123.2% | +120.2% |
| YTD | +143.0% | -1.9% | +144.8% | +139.0% |
| 1Y | +320.9% | +16.1% | +304.8% | +286.5% |
| 3Y | -58.9% | -30.2% | -28.7% | -57.6% |
| All | -58.9% | -30.9% | -27.9% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling