-99.1%
FCEL vs ES
+85.1%
-184.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.6% | +18.2% | +18.5% |
| 7D | +4.0% | +1.4% | +2.6% | +3.3% |
| 30D | -13.1% | -1.2% | -11.9% | -12.6% |
| 3M | +14.6% | +5.0% | +9.6% | +10.7% |
| 6M | +133.7% | -2.8% | +136.5% | +134.6% |
| YTD | +143.0% | +8.6% | +134.4% | +130.1% |
| 1Y | +320.9% | +18.9% | +301.9% | +278.6% |
| 3Y | -58.9% | +32.1% | -91.0% | -65.7% |
| 5Y | -89.7% | -5.1% | -84.6% | -90.0% |
| 10Y | -99.1% | +84.2% | -183.3% | -99.3% |
| All | -99.1% | +85.1% | -184.2% | -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