-100.0%
FCEL vs EMB
+128.3%
-228.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.4% |
| 7D | +3.9% | -0.4% | +4.3% | +4.9% |
| 30D | -33.1% | +1.5% | -34.6% | -34.7% |
| 3M | -43.0% | -1.6% | -41.4% | -41.2% |
| 6M | -31.3% | -1.5% | -29.8% | -28.4% |
| YTD | +49.8% | -0.1% | +49.9% | +52.5% |
| 1Y | +48.2% | +0.5% | +47.6% | +49.9% |
| 3Y | -64.6% | +30.2% | -94.8% | -75.4% |
| 5Y | -96.7% | +8.6% | -105.3% | -96.9% |
| 10Y | -99.0% | +36.9% | -135.9% | -99.3% |
| All | -100.0% | +128.3% | -228.3% | -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