-99.9%
FCEL vs EL
+1,800.1%
-1,899.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.8% | -5.6% |
| 7D | +14.8% | +2.7% | +12.1% | +13.6% |
| 30D | -33.9% | +10.8% | -44.7% | -37.2% |
| 3M | -52.7% | +26.5% | -79.2% | -58.6% |
| 6M | -40.0% | +31.1% | -71.2% | -49.4% |
| YTD | +40.2% | +6.6% | +33.6% | +27.7% |
| 1Y | +32.9% | +21.8% | +11.1% | +13.7% |
| 3Y | -66.8% | +1.8% | -68.6% | -71.6% |
| 5Y | -97.0% | -65.6% | -31.4% | -95.5% |
| 10Y | -99.1% | +60.3% | -159.4% | -99.3% |
| All | -99.9% | +1,800.1% | -1,899.9% | -100.0% |
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 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