-99.9%
FCEL vs FE
+561.4%
-661.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.2% |
| 7D | -15.8% | +1.9% | -17.8% | -16.6% |
| 30D | -29.3% | -1.2% | -28.1% | -28.9% |
| 3M | -30.1% | +3.5% | -33.6% | -31.9% |
| 6M | +74.4% | -6.1% | +80.5% | +76.9% |
| YTD | +104.5% | +7.6% | +96.9% | +94.1% |
| 1Y | +281.4% | +11.9% | +269.5% | +254.9% |
| 3Y | -66.1% | +48.4% | -114.5% | -73.1% |
| 5Y | -91.9% | +44.8% | -136.7% | -93.5% |
| 10Y | -99.2% | +115.9% | -215.1% | -99.5% |
| All | -99.9% | +561.4% | -661.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling