+320.9%
FCEL vs ES
+17.8%
+303.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.6% | +18.2% | +18.6% |
| 7D | +4.0% | +1.4% | +2.6% | +3.5% |
| 30D | -13.1% | -1.2% | -11.9% | -12.7% |
| 3M | +14.6% | +5.0% | +9.6% | +9.4% |
| 6M | +133.7% | -2.8% | +136.5% | +134.5% |
| YTD | +143.0% | +8.6% | +134.4% | +126.2% |
| 1Y | +320.9% | +18.9% | +301.9% | +262.2% |
| All | +320.9% | +17.8% | +303.1% | +262.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling