+37.5%
FCEL vs ELF
+53.2%
-15.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.9% | -9.5% | -6.5% |
| 7D | -2.8% | +1.6% | -4.4% | -3.1% |
| 30D | -31.6% | +9.1% | -40.7% | -32.8% |
| 3M | -52.4% | +28.2% | -80.6% | -55.2% |
| 6M | -51.4% | +119.5% | -170.9% | -59.9% |
| YTD | +32.4% | +55.2% | -22.7% | +24.3% |
| 1Y | +37.5% | +58.6% | -21.1% | +26.7% |
| All | +37.5% | +53.2% | -15.7% | +26.7% |
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