-89.7%
FCEL vs ESI
+77.4%
-167.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.6% | +18.2% | +18.3% |
| 7D | +4.0% | +5.4% | -1.4% | -1.1% |
| 30D | -13.1% | -4.2% | -8.9% | -9.2% |
| 3M | +14.6% | -9.6% | +24.2% | +28.5% |
| 6M | +133.7% | +18.3% | +115.4% | +107.7% |
| YTD | +143.0% | +45.8% | +97.1% | +77.0% |
| 1Y | +320.9% | +39.2% | +281.7% | +220.2% |
| 3Y | -58.9% | +86.3% | -145.2% | -77.5% |
| 5Y | -89.7% | +76.2% | -165.9% | -94.1% |
| All | -89.7% | +77.4% | -167.1% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling