-99.8%
FCEL vs ETR
+3,192.7%
-3,292.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -15.8% | +1.4% | -17.3% | -16.4% |
| 30D | -29.3% | +1.0% | -30.3% | -29.6% |
| 3M | -30.1% | -1.3% | -28.9% | -29.8% |
| 6M | +74.4% | +1.9% | +72.6% | +72.3% |
| YTD | +104.5% | +18.2% | +86.4% | +88.5% |
| 1Y | +281.4% | +24.7% | +256.7% | +244.9% |
| 3Y | -66.1% | +150.7% | -216.8% | -78.3% |
| 5Y | -91.9% | +127.0% | -218.9% | -94.6% |
| 10Y | -99.2% | +295.5% | -394.7% | -99.6% |
| All | -99.8% | +3,192.7% | -3,292.5% | -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