-99.8%
FCEL vs ETR
+3,336.4%
-3,436.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | +14.8% | +1.5% | +13.3% | +14.1% |
| 30D | -33.9% | +6.6% | -40.5% | -35.9% |
| 3M | -52.7% | +4.4% | -57.1% | -53.5% |
| 6M | -40.0% | -0.3% | -39.7% | -39.8% |
| YTD | +40.2% | +23.3% | +16.9% | +27.0% |
| 1Y | +32.9% | +18.9% | +14.1% | +22.5% |
| 3Y | -66.8% | +155.5% | -222.3% | -78.9% |
| 5Y | -97.0% | +159.9% | -256.9% | -98.1% |
| 10Y | -99.1% | +377.6% | -476.7% | -99.6% |
| All | -99.8% | +3,336.4% | -3,436.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling