+42.4%
FCEL vs ET
+24.7%
+17.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.5% | -2.5% | -5.1% |
| 7D | -14.9% | -6.0% | -8.8% | -13.5% |
| 30D | -41.7% | -6.1% | -35.6% | -40.8% |
| 3M | -53.2% | -2.7% | -50.5% | -52.5% |
| 6M | -19.0% | +0.2% | -19.3% | -16.9% |
| YTD | +44.2% | +24.3% | +19.8% | +33.6% |
| 1Y | +42.4% | +26.4% | +16.0% | +30.1% |
| All | +42.4% | +24.7% | +17.7% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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