-60.3%
FCEL vs ELF
-27.2%
-33.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.1% | -2.6% | -5.9% |
| 7D | +15.1% | -6.8% | +21.9% | +16.5% |
| 30D | -16.4% | +5.1% | -21.5% | -17.7% |
| 3M | -5.3% | +79.8% | -85.0% | -16.3% |
| 6M | +124.5% | +29.7% | +94.8% | +109.1% |
| YTD | +126.7% | +31.6% | +95.1% | +110.6% |
| 1Y | +219.9% | -27.9% | +247.8% | +225.7% |
| All | -60.3% | -27.2% | -33.1% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling