-99.8%
FCEL vs ENB
+10,573.8%
-10,673.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.4% |
| 7D | -8.3% | -2.4% | -5.9% | -7.1% |
| 30D | -43.0% | +2.5% | -45.5% | -43.9% |
| 3M | -48.2% | -5.8% | -42.4% | -46.6% |
| 6M | -25.0% | -8.5% | -16.5% | -21.8% |
| YTD | +40.6% | +3.9% | +36.7% | +36.0% |
| 1Y | +36.0% | +3.7% | +32.3% | +31.7% |
| 3Y | -66.7% | +70.1% | -136.8% | -75.7% |
| 5Y | -96.7% | +53.2% | -149.8% | -97.4% |
| 10Y | -99.0% | +100.2% | -199.2% | -99.3% |
| All | -99.8% | +10,573.8% | -10,673.6% | -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