-99.2%
FCEL vs ELF
+299.0%
-398.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.3% | -1.6% | -4.8% |
| 7D | +6.3% | -10.8% | +17.1% | +9.3% |
| 30D | -18.8% | +0.8% | -19.6% | -19.5% |
| 3M | -3.8% | +64.8% | -68.6% | -16.2% |
| 6M | +121.1% | +19.0% | +102.2% | +106.9% |
| YTD | +113.3% | +25.9% | +87.3% | +95.9% |
| 1Y | +173.5% | -28.8% | +202.3% | +183.7% |
| 3Y | -63.9% | -29.6% | -34.3% | -66.2% |
| 5Y | -90.7% | +216.2% | -306.9% | -94.7% |
| All | -99.2% | +299.0% | -398.2% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling