+140.7%
FCEL vs ET
+20.2%
+120.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | 0.0% | +18.7% | +18.8% |
| 7D | +4.0% | +0.4% | +3.6% | +4.2% |
| 30D | -13.1% | +6.9% | -19.9% | -9.5% |
| 3M | +14.6% | +13.1% | +1.5% | +24.8% |
| All | +140.7% | +20.2% | +120.5% | +161.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling