-100.0%
FCEL vs EMB
+132.1%
-232.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -15.8% | 0.0% | -15.8% | -15.8% |
| 30D | -29.3% | -0.3% | -29.0% | -28.9% |
| 3M | -30.1% | -0.4% | -29.7% | -29.0% |
| 6M | +74.4% | +0.1% | +74.3% | +76.1% |
| YTD | +104.5% | +1.6% | +102.9% | +101.6% |
| 1Y | +281.4% | +5.6% | +275.8% | +254.8% |
| 3Y | -66.1% | +29.8% | -95.9% | -76.5% |
| 5Y | -91.9% | +7.3% | -99.1% | -92.4% |
| 10Y | -99.2% | +30.4% | -129.6% | -99.4% |
| All | -100.0% | +132.1% | -232.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling