+281.4%
FCEL vs ELAN
+41.2%
+240.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | -15.8% | +1.6% | -17.4% | -16.0% |
| 30D | -29.3% | -6.6% | -22.7% | -28.6% |
| 3M | -30.1% | -0.8% | -29.3% | -30.4% |
| 6M | +74.4% | +0.2% | +74.2% | +75.2% |
| YTD | +104.5% | +8.3% | +96.3% | +110.1% |
| 1Y | +281.4% | +40.2% | +241.1% | +310.8% |
| All | +281.4% | +41.2% | +240.2% | +310.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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