-62.6%
FCEL vs ET
+97.8%
-160.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.0% |
| 7D | +6.3% | +1.4% | +4.9% | +5.5% |
| 30D | -18.8% | +4.6% | -23.4% | -20.6% |
| 3M | -3.8% | +16.0% | -19.9% | -12.1% |
| 6M | +121.1% | +22.8% | +98.3% | +95.4% |
| YTD | +113.3% | +38.9% | +74.4% | +75.9% |
| 1Y | +173.5% | +34.1% | +139.4% | +129.6% |
| All | -62.6% | +97.8% | -160.4% | -82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling