+37.5%
FCEL vs ENB
+3.2%
+34.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.6% |
| 7D | -2.8% | +3.1% | -5.9% | -3.2% |
| 30D | -31.6% | +2.1% | -33.8% | -31.8% |
| 3M | -52.4% | -4.4% | -48.0% | -51.8% |
| 6M | -51.4% | -10.1% | -41.4% | -50.0% |
| YTD | +32.4% | +5.2% | +27.2% | +26.1% |
| 1Y | +37.5% | +4.2% | +33.3% | +34.6% |
| All | +37.5% | +3.2% | +34.3% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling