-75.4%
FCEL vs EOSE
-60.6%
-14.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +6.3% | +1.8% | +4.5% | +6.1% |
| 30D | -26.7% | -6.8% | -19.8% | -26.2% |
| 3M | -10.2% | -36.3% | +26.1% | +2.3% |
| 6M | +123.5% | -38.8% | +162.2% | +153.3% |
| YTD | +117.4% | -65.5% | +182.9% | +179.4% |
| 1Y | +146.0% | -45.3% | +191.3% | +168.2% |
| 3Y | -61.9% | +44.2% | -106.1% | -77.0% |
| 5Y | -90.5% | -69.5% | -21.0% | -91.8% |
| All | -75.4% | -60.6% | -14.7% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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