-61.9%
FCEL vs ELAN
+99.1%
-160.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.6% |
| 7D | +6.3% | -5.4% | +11.7% | +7.7% |
| 30D | -26.7% | +4.7% | -31.4% | -27.6% |
| 3M | -10.2% | -3.7% | -6.5% | -10.0% |
| 6M | +123.5% | -1.2% | +124.7% | +120.3% |
| YTD | +117.4% | +2.4% | +115.0% | +112.5% |
| 1Y | +146.0% | +23.4% | +122.6% | +126.4% |
| 3Y | -61.9% | +96.7% | -158.6% | -75.4% |
| All | -61.9% | +99.1% | -160.9% | -75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling