-66.7%
FCEL vs ELF
+19.7%
-86.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.9% |
| 7D | -8.3% | +6.3% | -14.6% | -9.2% |
| 30D | -43.0% | +8.5% | -51.5% | -43.8% |
| 3M | -48.2% | +24.4% | -72.6% | -50.5% |
| 6M | -25.0% | +94.7% | -119.7% | -34.8% |
| YTD | +40.6% | +55.9% | -15.2% | +26.9% |
| 1Y | +36.0% | +48.4% | -12.4% | +23.4% |
| 3Y | -66.7% | +24.6% | -91.4% | -83.5% |
| All | -66.7% | +19.7% | -86.5% | -83.5% |
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