-31.3%
FCEL vs ESI
-23.0%
-8.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.0% | +2.5% | +0.9% |
| 7D | +3.9% | +1.8% | +2.1% | +2.4% |
| 30D | -33.1% | -6.6% | -26.5% | -25.4% |
| 3M | -43.0% | -9.4% | -33.6% | -33.2% |
| 6M | -31.3% | -24.1% | -7.2% | +6.4% |
| All | -31.3% | -23.0% | -8.3% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling