-99.8%
FCEL vs ES
+946.8%
-1,046.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.9% | +14.4% | +12.9% |
| 7D | -11.2% | +1.9% | -13.1% | -12.5% |
| 30D | -45.8% | +7.1% | -52.8% | -48.2% |
| 3M | -51.0% | -1.9% | -49.0% | -51.0% |
| 6M | -22.2% | +4.4% | -26.6% | -25.0% |
| YTD | +36.3% | +7.3% | +28.9% | +29.1% |
| 1Y | +29.0% | +2.1% | +26.9% | +24.9% |
| 3Y | -70.9% | +41.8% | -112.7% | -76.4% |
| 5Y | -96.3% | +1.4% | -97.7% | -96.5% |
| 10Y | -99.1% | +86.8% | -185.8% | -99.4% |
| All | -99.8% | +946.8% | -1,046.6% | -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