-61.9%
FCEL vs EME
+252.2%
-314.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | -1.1% |
| 7D | +6.3% | +3.5% | +2.8% | +4.1% |
| 30D | -26.7% | -6.3% | -20.3% | -23.0% |
| 3M | -10.2% | -3.8% | -6.4% | -7.1% |
| 6M | +123.5% | +8.5% | +115.0% | +117.8% |
| YTD | +117.4% | +27.8% | +89.6% | +94.7% |
| 1Y | +146.0% | +22.2% | +123.8% | +127.5% |
| 3Y | -61.9% | +253.5% | -315.4% | -81.3% |
| All | -61.9% | +252.2% | -314.1% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 3y: compounded portfolio wealth divided by compounded EME 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…
3y analysis · Full analysis span regression · 6 months rolling