+37.5%
FCEL vs ESTC
-3.5%
+41.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.5% | -5.4% |
| 7D | -2.8% | +2.4% | -5.2% | -3.2% |
| 30D | -31.6% | -4.2% | -27.4% | -30.8% |
| 3M | -52.4% | +2.5% | -54.9% | -52.0% |
| 6M | -51.4% | +81.5% | -132.9% | -56.8% |
| YTD | +32.4% | +16.8% | +15.6% | +33.2% |
| 1Y | +37.5% | -3.5% | +41.0% | +47.1% |
| All | +37.5% | -3.5% | +41.0% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling