-97.3%
FCEL vs ESTC
+27.2%
-124.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.0% | -8.4% | -7.3% |
| 7D | +14.8% | +5.8% | +9.0% | +12.2% |
| 30D | -33.9% | -5.6% | -28.3% | -31.8% |
| 3M | -52.7% | +15.4% | -68.1% | -56.6% |
| 6M | -40.0% | +77.8% | -117.8% | -56.2% |
| YTD | +40.2% | +18.1% | +22.2% | +21.1% |
| 1Y | +32.9% | -3.7% | +36.6% | +25.8% |
| 3Y | -66.8% | +16.9% | -83.7% | -76.6% |
| 5Y | -97.0% | -51.2% | -45.7% | -96.9% |
| All | -97.3% | +27.2% | -124.5% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling