-99.7%
FCEL vs ESI
+224.6%
-324.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +0.2% |
| 7D | -15.8% | +3.3% | -19.1% | -17.5% |
| 30D | -29.3% | -5.9% | -23.4% | -26.6% |
| 3M | -30.1% | -14.1% | -16.1% | -21.8% |
| 6M | +74.4% | +6.6% | +67.9% | +73.9% |
| YTD | +104.5% | +45.0% | +59.5% | +71.6% |
| 1Y | +281.4% | +41.5% | +239.9% | +225.7% |
| 3Y | -66.1% | +78.8% | -144.9% | -74.4% |
| 5Y | -91.9% | +70.9% | -162.7% | -93.6% |
| 10Y | -99.2% | +317.1% | -416.3% | -99.6% |
| All | -99.7% | +224.6% | -324.4% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling