-96.9%
FCEL vs ESTC
-48.9%
-48.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +2.2% | +9.3% | +10.6% |
| 7D | -11.2% | -11.5% | +0.3% | -6.3% |
| 30D | -45.8% | -7.5% | -38.2% | -43.7% |
| 3M | -51.0% | +23.1% | -74.0% | -56.1% |
| 6M | -22.2% | +75.3% | -97.5% | -42.2% |
| YTD | +36.3% | +14.1% | +22.1% | +20.8% |
| 1Y | +29.0% | -0.6% | +29.6% | +21.1% |
| 3Y | -70.9% | +20.8% | -91.7% | -80.5% |
| All | -96.9% | -48.9% | -48.0% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling