-99.1%
FCEL vs ENB
+108.4%
-207.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.7% |
| 7D | +14.8% | 0.0% | +14.8% | +14.5% |
| 30D | -33.9% | +1.4% | -35.2% | -34.8% |
| 3M | -52.7% | -5.2% | -47.5% | -50.9% |
| 6M | -40.0% | -9.9% | -30.1% | -35.9% |
| YTD | +40.2% | +4.7% | +35.6% | +32.5% |
| 1Y | +32.9% | +2.8% | +30.2% | +27.3% |
| 3Y | -66.8% | +71.3% | -138.1% | -79.5% |
| 5Y | -97.0% | +58.6% | -155.5% | -97.9% |
| All | -99.1% | +108.4% | -207.5% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling