-58.9%
FCEL vs ESI
+82.9%
-141.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.6% | +18.2% | +18.3% |
| 7D | +4.0% | +5.4% | -1.4% | -1.0% |
| 30D | -13.1% | -4.2% | -8.9% | -9.3% |
| 3M | +14.6% | -9.6% | +24.2% | +28.2% |
| 6M | +133.7% | +18.3% | +115.4% | +112.9% |
| YTD | +143.0% | +45.8% | +97.1% | +85.0% |
| 1Y | +320.9% | +39.2% | +281.7% | +233.8% |
| 3Y | -58.9% | +86.3% | -145.2% | -80.7% |
| All | -58.9% | +82.9% | -141.8% | -80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling