-74.3%
FCEL vs EOSE
-58.6%
-15.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.5% | -3.2% | -5.6% |
| 7D | +15.1% | +15.0% | +0.1% | +10.3% |
| 30D | -16.4% | +2.5% | -18.9% | -18.5% |
| 3M | -5.3% | -33.7% | +28.4% | +6.6% |
| 6M | +124.5% | -32.7% | +157.3% | +146.9% |
| YTD | +126.7% | -63.8% | +190.5% | +186.8% |
| 1Y | +219.9% | -40.5% | +260.4% | +240.1% |
| 3Y | -61.6% | +50.4% | -112.0% | -77.1% |
| 5Y | -90.5% | -68.6% | -21.9% | -91.8% |
| All | -74.3% | -58.6% | -15.7% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling