-99.8%
FCEL vs ES
+952.5%
-1,052.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.7% |
| 3M | -30.1% | +1.7% | -31.8% | -31.3% |
| 6M | +74.4% | -3.5% | +78.0% | +75.7% |
| YTD | +104.5% | +7.9% | +96.6% | +94.8% |
| 1Y | +281.4% | +17.2% | +264.2% | +247.5% |
| 3Y | -66.1% | +29.3% | -95.4% | -71.0% |
| 5Y | -91.9% | -5.7% | -86.1% | -92.0% |
| 10Y | -99.2% | +85.2% | -184.4% | -99.5% |
| All | -99.8% | +952.5% | -1,052.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling