-99.0%
FCEL vs ES
+87.3%
-186.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.1% |
| 7D | -8.3% | +0.9% | -9.2% | -9.1% |
| 30D | -43.0% | +5.9% | -48.9% | -45.2% |
| 3M | -48.2% | -1.0% | -47.1% | -48.4% |
| 6M | -25.0% | +7.2% | -32.1% | -28.8% |
| YTD | +40.6% | +7.0% | +33.6% | +33.0% |
| 1Y | +36.0% | +0.5% | +35.5% | +32.5% |
| 3Y | -66.7% | +48.7% | -115.4% | -74.1% |
| 5Y | -96.7% | +1.9% | -98.6% | -96.9% |
| 10Y | -99.0% | +89.2% | -188.2% | -99.3% |
| All | -99.0% | +87.3% | -186.4% | -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