-99.8%
FCEL vs EL
+1,685.7%
-1,785.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +0.5% |
| 7D | -15.8% | +0.8% | -16.6% | -16.2% |
| 30D | -29.3% | +19.8% | -49.1% | -36.1% |
| 3M | -30.1% | +25.7% | -55.8% | -38.7% |
| 6M | +74.4% | +5.4% | +69.0% | +62.4% |
| YTD | +104.5% | +0.2% | +104.3% | +93.3% |
| 1Y | +281.4% | +20.4% | +260.9% | +227.0% |
| 3Y | -66.1% | -32.1% | -34.0% | -64.4% |
| 5Y | -91.9% | -67.2% | -24.7% | -87.6% |
| 10Y | -99.2% | +31.7% | -131.0% | -99.4% |
| All | -99.8% | +1,685.7% | -1,785.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling