-100.0%
FCEL vs ET
+1,447.8%
-1,547.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -7.1% |
| 7D | +15.1% | +0.6% | +14.4% | +14.7% |
| 30D | -16.4% | +5.3% | -21.7% | -18.7% |
| 3M | -5.3% | +15.6% | -20.9% | -13.2% |
| 6M | +124.5% | +20.6% | +103.9% | +101.6% |
| YTD | +126.7% | +38.5% | +88.1% | +89.8% |
| 1Y | +219.9% | +35.7% | +184.2% | +170.5% |
| 3Y | -61.6% | +98.4% | -160.0% | -73.7% |
| 5Y | -90.5% | +245.3% | -335.8% | -95.0% |
| 10Y | -99.1% | +173.7% | -272.9% | -99.5% |
| All | -100.0% | +1,447.8% | -1,547.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling