-65.9%
FCEL vs ESTC
+18.2%
-84.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +2.6% |
| 7D | -15.8% | -8.1% | -7.7% | -14.7% |
| 30D | -29.3% | +31.7% | -61.0% | -33.1% |
| 3M | -30.1% | +41.1% | -71.2% | -34.9% |
| 6M | +74.4% | +77.1% | -2.6% | +53.5% |
| YTD | +104.5% | +21.7% | +82.8% | +93.7% |
| 1Y | +281.4% | +8.4% | +273.0% | +267.0% |
| All | -65.9% | +18.2% | -84.1% | -69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling