-89.7%
FCEL vs ENB
+71.0%
-160.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.8% | +18.0% | +18.2% |
| 7D | +4.0% | -0.5% | +4.5% | +4.6% |
| 30D | -13.1% | -0.2% | -12.9% | -13.0% |
| 3M | +14.6% | -7.5% | +22.1% | +19.7% |
| 6M | +133.7% | -4.1% | +137.8% | +138.2% |
| YTD | +143.0% | +9.8% | +133.1% | +118.4% |
| 1Y | +320.9% | +8.7% | +312.2% | +280.9% |
| 3Y | -58.9% | +79.0% | -137.9% | -79.3% |
| 5Y | -89.7% | +69.1% | -158.7% | -94.3% |
| All | -89.7% | +71.0% | -160.7% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling