-92.3%
FCEL vs EQX
+232.0%
-324.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.4% |
| 7D | +6.3% | -3.2% | +9.5% | +7.3% |
| 30D | -26.7% | +7.8% | -34.4% | -29.0% |
| 3M | -10.2% | +21.3% | -31.5% | -16.1% |
| 6M | +123.5% | -22.4% | +145.9% | +135.9% |
| YTD | +117.4% | -11.3% | +128.7% | +120.1% |
| 1Y | +146.0% | +13.5% | +132.5% | +127.7% |
| 3Y | -61.9% | +162.1% | -224.0% | -74.8% |
| 5Y | -90.5% | +84.2% | -174.7% | -93.5% |
| All | -92.3% | +232.0% | -324.3% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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