+281.4%
FCEL vs ELF
-17.5%
+298.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.4% |
| 7D | -15.8% | +5.4% | -21.2% | -17.0% |
| 30D | -29.3% | +27.0% | -56.3% | -33.9% |
| 3M | -30.1% | +113.2% | -143.3% | -42.5% |
| 6M | +74.4% | +36.6% | +37.9% | +57.8% |
| YTD | +104.5% | +44.2% | +60.3% | +83.7% |
| 1Y | +281.4% | -18.0% | +299.4% | +295.9% |
| All | +281.4% | -17.5% | +298.9% | +295.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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