-90.6%
FCEL vs ELAN
-30.9%
-59.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.4% |
| 7D | +6.3% | -5.4% | +11.7% | +8.7% |
| 30D | -26.7% | +4.7% | -31.4% | -28.3% |
| 3M | -10.2% | -3.7% | -6.5% | -9.9% |
| 6M | +123.5% | -1.2% | +124.7% | +117.0% |
| YTD | +117.4% | +2.4% | +115.0% | +107.7% |
| 1Y | +146.0% | +23.4% | +122.6% | +112.4% |
| 3Y | -61.9% | +96.7% | -158.6% | -78.1% |
| All | -90.6% | -30.9% | -59.7% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling