-100.0%
FCEL vs EMB
+128.5%
-228.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.6% | +8.0% | +7.6% |
| 7D | +3.0% | +0.8% | +2.2% | +1.7% |
| 30D | -40.0% | +1.5% | -41.5% | -41.4% |
| 3M | -47.0% | -1.9% | -45.1% | -45.1% |
| 6M | -21.0% | -1.6% | -19.4% | -17.6% |
| YTD | +48.0% | 0.0% | +48.0% | +50.5% |
| 1Y | +43.9% | +1.1% | +42.8% | +44.3% |
| 3Y | -67.5% | +30.9% | -98.4% | -77.7% |
| 5Y | -96.7% | +7.1% | -103.7% | -96.8% |
| 10Y | -99.0% | +31.1% | -130.2% | -99.2% |
| All | -100.0% | +128.5% | -228.5% | -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