-97.3%
FCEL vs ESTC
+23.0%
-120.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +2.2% | +9.3% | +10.6% |
| 7D | -11.2% | -11.5% | +0.3% | -5.9% |
| 30D | -45.8% | -7.5% | -38.2% | -43.6% |
| 3M | -51.0% | +23.1% | -74.0% | -56.4% |
| 6M | -22.2% | +75.3% | -97.5% | -43.1% |
| YTD | +36.3% | +14.1% | +22.1% | +19.4% |
| 1Y | +29.0% | -0.6% | +29.6% | +19.8% |
| 3Y | -70.9% | +20.8% | -91.7% | -80.0% |
| 5Y | -96.3% | -48.8% | -47.5% | -96.3% |
| All | -97.3% | +23.0% | -120.3% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling