+146.0%
FCEL vs ETR
+21.8%
+124.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | +6.3% | -1.8% | +8.1% | +8.2% |
| 30D | -26.7% | -1.8% | -24.9% | -25.4% |
| 3M | -10.2% | -3.6% | -6.6% | -7.9% |
| 6M | +123.5% | +2.6% | +120.9% | +115.6% |
| YTD | +117.4% | +16.0% | +101.4% | +74.0% |
| 1Y | +146.0% | +20.1% | +125.8% | +94.0% |
| All | +146.0% | +21.8% | +124.2% | +94.0% |
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