-96.9%
FCEL vs ES
+1.4%
-98.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.9% | +14.4% | +13.2% |
| 7D | -11.2% | +1.9% | -13.1% | -12.8% |
| 30D | -45.8% | +7.1% | -52.8% | -48.7% |
| 3M | -51.0% | -1.9% | -49.0% | -50.9% |
| 6M | -22.2% | +4.4% | -26.6% | -25.9% |
| YTD | +36.3% | +7.3% | +28.9% | +26.5% |
| 1Y | +29.0% | +2.1% | +26.9% | +23.0% |
| 3Y | -70.9% | +41.8% | -112.7% | -79.1% |
| All | -96.9% | +1.4% | -98.4% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling