-91.7%
FCEL vs ES
-5.6%
-86.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.2% |
| 7D | -15.8% | +0.3% | -16.1% | -15.9% |
| 30D | -29.3% | -2.0% | -27.3% | -28.6% |
| 3M | -30.1% | +1.7% | -31.8% | -31.6% |
| 6M | +74.4% | -3.5% | +78.0% | +75.6% |
| YTD | +104.5% | +7.9% | +96.6% | +92.8% |
| 1Y | +281.4% | +17.2% | +264.2% | +240.4% |
| 3Y | -66.1% | +29.3% | -95.4% | -72.9% |
| All | -91.7% | -5.6% | -86.1% | -92.8% |
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