-40.0%
FCEL vs ELF
+106.0%
-146.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.2% | -2.2% | -4.4% |
| 7D | +14.8% | +3.4% | +11.4% | +13.6% |
| 30D | -33.9% | +5.0% | -38.8% | -34.8% |
| 3M | -52.7% | +22.6% | -75.3% | -57.4% |
| 6M | -40.0% | +104.0% | -144.0% | -63.3% |
| All | -40.0% | +106.0% | -146.0% | -63.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling