-99.8%
FCEL vs ENB
+10,706.4%
-10,806.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.8% |
| 7D | -2.8% | +3.1% | -5.9% | -4.4% |
| 30D | -31.6% | +2.1% | -33.8% | -32.6% |
| 3M | -52.4% | -4.4% | -48.0% | -51.3% |
| 6M | -51.4% | -10.1% | -41.4% | -49.0% |
| YTD | +32.4% | +5.2% | +27.2% | +27.2% |
| 1Y | +37.5% | +4.2% | +33.3% | +32.7% |
| 3Y | -69.3% | +70.1% | -139.4% | -77.6% |
| 5Y | -97.1% | +59.4% | -156.5% | -97.8% |
| 10Y | -99.1% | +109.5% | -208.6% | -99.4% |
| All | -99.8% | +10,706.4% | -10,806.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling