-60.3%
FCEL vs ETR
+148.1%
-208.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.2% |
| 7D | +15.1% | +0.4% | +14.7% | +15.0% |
| 30D | -16.4% | +2.0% | -18.5% | -17.0% |
| 3M | -5.3% | -1.7% | -3.6% | -4.7% |
| 6M | +124.5% | +3.6% | +120.9% | +120.8% |
| YTD | +126.7% | +18.0% | +108.6% | +111.0% |
| 1Y | +219.9% | +26.2% | +193.6% | +194.4% |
| All | -60.3% | +148.1% | -208.4% | -76.2% |
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