-99.1%
FCEL vs ES
+96.6%
-195.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.8% |
| 7D | +14.8% | -1.1% | +15.9% | +15.2% |
| 30D | -33.9% | +8.2% | -42.1% | -37.1% |
| 3M | -52.7% | +0.6% | -53.3% | -53.3% |
| 6M | -40.0% | +6.0% | -46.0% | -42.8% |
| YTD | +40.2% | +9.3% | +30.9% | +31.2% |
| 1Y | +32.9% | +1.1% | +31.8% | +29.2% |
| 3Y | -66.8% | +51.9% | -118.7% | -74.4% |
| 5Y | -97.0% | +6.5% | -103.4% | -97.2% |
| All | -99.1% | +96.6% | -195.7% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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