+48.2%
FCEL vs EMB
+0.3%
+47.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.1% |
| 7D | +3.9% | -0.4% | +4.3% | +6.5% |
| 30D | -33.1% | +1.1% | -34.2% | -36.1% |
| 3M | -43.0% | -2.0% | -41.0% | -37.0% |
| 6M | -31.3% | -1.9% | -29.4% | -22.6% |
| YTD | +49.8% | -0.5% | +50.3% | +60.6% |
| 1Y | +48.2% | +0.1% | +48.1% | +52.8% |
| All | +48.2% | +0.3% | +47.9% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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