-99.2%
FCEL vs ETR
+298.4%
-397.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.1% |
| 7D | +6.3% | -1.9% | +8.2% | +7.7% |
| 30D | -18.8% | -0.2% | -18.6% | -18.5% |
| 3M | -3.8% | -3.7% | -0.1% | -1.6% |
| 6M | +121.1% | +2.1% | +119.1% | +117.5% |
| YTD | +113.3% | +16.5% | +96.8% | +94.0% |
| 1Y | +173.5% | +22.5% | +151.0% | +143.4% |
| 3Y | -63.9% | +144.7% | -208.6% | -79.6% |
| 5Y | -90.7% | +125.2% | -215.9% | -94.6% |
| All | -99.2% | +298.4% | -397.5% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling