+219.9%
FCEL vs ESI
+38.0%
+181.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -5.4% |
| 7D | +15.1% | +3.9% | +11.1% | +10.5% |
| 30D | -16.4% | -3.8% | -12.7% | -12.7% |
| 3M | -5.3% | -13.1% | +7.9% | +11.2% |
| 6M | +124.5% | +11.3% | +113.2% | +122.3% |
| YTD | +126.7% | +44.1% | +82.6% | +73.5% |
| 1Y | +219.9% | +40.3% | +179.5% | +161.0% |
| All | +219.9% | +38.0% | +181.9% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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