-69.3%
FCEL vs ETR
+155.2%
-224.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.5% |
| 7D | -2.8% | +1.2% | -4.0% | -3.3% |
| 30D | -31.6% | +7.0% | -38.7% | -33.7% |
| 3M | -52.4% | +4.6% | -57.0% | -53.3% |
| 6M | -51.4% | +0.1% | -51.5% | -51.7% |
| YTD | +32.4% | +23.2% | +9.2% | +21.7% |
| 1Y | +37.5% | +20.6% | +16.9% | +27.4% |
| 3Y | -69.3% | +156.3% | -225.5% | -82.2% |
| All | -69.3% | +155.2% | -224.5% | -82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling