-65.2%
FCEL vs ESI
+84.3%
-149.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.0% | +2.5% | +2.6% |
| 7D | +3.9% | +1.8% | +2.1% | +3.1% |
| 30D | -33.1% | -6.6% | -26.5% | -27.2% |
| 3M | -43.0% | -9.4% | -33.6% | -35.8% |
| 6M | -31.3% | -24.1% | -7.2% | -7.5% |
| YTD | +49.8% | +37.1% | +12.7% | +25.8% |
| 1Y | +48.2% | +24.5% | +23.6% | +34.3% |
| All | -65.2% | +84.3% | -149.5% | -86.2% |
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