-99.8%
FCEL vs ESI
+207.0%
-306.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.0% | +2.5% | +4.1% |
| 7D | +3.9% | +1.8% | +2.1% | +3.6% |
| 30D | -33.1% | -6.6% | -26.5% | -29.2% |
| 3M | -43.0% | -9.4% | -33.6% | -38.1% |
| 6M | -31.3% | -24.1% | -7.2% | -15.4% |
| YTD | +49.8% | +37.1% | +12.7% | +32.7% |
| 1Y | +48.2% | +24.5% | +23.6% | +38.2% |
| 3Y | -64.6% | +83.2% | -147.7% | -73.0% |
| 5Y | -96.7% | +44.0% | -140.7% | -97.1% |
| 10Y | -99.0% | +332.8% | -431.9% | -99.4% |
| All | -99.8% | +207.0% | -306.8% | -99.8% |
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