-91.7%
FCEL vs FE
+45.0%
-136.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | -15.8% | +1.9% | -17.8% | -16.4% |
| 30D | -29.3% | -1.2% | -28.1% | -29.0% |
| 3M | -30.1% | +3.5% | -33.6% | -31.6% |
| 6M | +74.4% | -6.1% | +80.5% | +77.4% |
| YTD | +104.5% | +7.6% | +96.9% | +94.4% |
| 1Y | +281.4% | +11.9% | +269.5% | +255.7% |
| 3Y | -66.1% | +48.4% | -114.5% | -74.6% |
| All | -91.7% | +45.0% | -136.7% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 5y: compounded portfolio wealth divided by compounded FE 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…
5y analysis · Full analysis span regression · 6 months rolling