+42.4%
FCEL vs ETR
+18.4%
+24.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.7% | -8.7% | -7.8% |
| 7D | -14.9% | +3.7% | -18.6% | -17.1% |
| 30D | -41.7% | +11.0% | -52.7% | -46.2% |
| 3M | -53.2% | +3.4% | -56.6% | -54.5% |
| 6M | -19.0% | -3.3% | -15.8% | -20.1% |
| YTD | +44.2% | +23.3% | +20.9% | +20.5% |
| 1Y | +42.4% | +19.2% | +23.3% | +22.2% |
| All | +42.4% | +18.4% | +24.1% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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