+320.9%
FCEL vs ESTC
+0.7%
+320.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.7% | +22.5% | +18.8% |
| 7D | +4.0% | -4.3% | +8.3% | +4.0% |
| 30D | -13.1% | +17.7% | -30.8% | -13.9% |
| 3M | +14.6% | +42.3% | -27.7% | +10.3% |
| 6M | +133.7% | +64.6% | +69.1% | +121.0% |
| YTD | +143.0% | +17.2% | +125.7% | +138.0% |
| 1Y | +320.9% | -4.2% | +325.1% | +343.7% |
| All | +320.9% | +0.7% | +320.1% | +343.7% |
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