-89.7%
FCEL vs EMB
+7.3%
-97.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.1% | +18.9% | +19.1% |
| 7D | +4.0% | +0.3% | +3.7% | +3.1% |
| 30D | -13.1% | -0.5% | -12.6% | -12.0% |
| 3M | +14.6% | +0.3% | +14.3% | +14.7% |
| 6M | +133.7% | +1.2% | +132.5% | +129.9% |
| YTD | +143.0% | +1.5% | +141.5% | +137.5% |
| 1Y | +320.9% | +4.8% | +316.1% | +281.2% |
| 3Y | -58.9% | +30.4% | -89.2% | -77.4% |
| 5Y | -89.7% | +7.3% | -96.9% | -92.8% |
| All | -89.7% | +7.3% | -97.0% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling