-99.5%
FCEL vs ELF
+373.0%
-472.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.2% | -2.2% | -5.3% |
| 7D | +14.8% | +3.4% | +11.4% | +14.0% |
| 30D | -33.9% | +5.0% | -38.8% | -34.5% |
| 3M | -52.7% | +22.6% | -75.3% | -55.3% |
| 6M | -40.0% | +104.0% | -144.0% | -50.5% |
| YTD | +40.2% | +49.3% | -9.1% | +23.4% |
| 1Y | +32.9% | +46.0% | -13.1% | +17.2% |
| 3Y | -66.8% | +19.4% | -86.2% | -73.1% |
| 5Y | -97.0% | +262.0% | -359.0% | -98.3% |
| 10Y | -99.1% | +320.5% | -419.6% | -99.5% |
| All | -99.5% | +373.0% | -472.5% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling