-90.5%
FCEL vs EL
-68.4%
-22.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.8% | -5.3% |
| 7D | +15.1% | -2.4% | +17.4% | +16.2% |
| 30D | -16.4% | +13.7% | -30.1% | -22.5% |
| 3M | -5.3% | +14.5% | -19.8% | -12.9% |
| 6M | +124.5% | +7.4% | +117.1% | +107.2% |
| YTD | +126.7% | -4.7% | +131.4% | +120.8% |
| 1Y | +219.9% | +12.9% | +206.9% | +181.8% |
| 3Y | -61.6% | -32.2% | -29.4% | -57.2% |
| 5Y | -90.5% | -68.4% | -22.1% | -79.4% |
| All | -90.5% | -68.4% | -22.1% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling