-99.7%
FCEL vs EME
+62,686.4%
-62,786.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +2.5% | +16.3% | +17.4% |
| 7D | +4.0% | +5.2% | -1.2% | +1.3% |
| 30D | -13.1% | -5.4% | -7.7% | -10.0% |
| 3M | +14.6% | -6.1% | +20.7% | +21.7% |
| 6M | +133.7% | +9.7% | +124.0% | +128.5% |
| YTD | +143.0% | +26.6% | +116.4% | +120.0% |
| 1Y | +320.9% | +24.6% | +296.2% | +288.2% |
| 3Y | -58.9% | +249.6% | -308.5% | -79.6% |
| 5Y | -89.7% | +556.6% | -646.2% | -96.3% |
| 10Y | -99.1% | +1,286.6% | -1,385.7% | -99.8% |
| All | -99.7% | +62,686.4% | -62,786.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling