+4.4%
EXC vs FCEL
+269.1%
-264.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.0% |
| 7D | +0.3% | -15.8% | +16.1% | +0.1% |
| 30D | -3.7% | -29.3% | +25.6% | -4.1% |
| 3M | -1.3% | -30.1% | +28.9% | -1.7% |
| 6M | -9.7% | +74.4% | -84.2% | -9.8% |
| YTD | +2.9% | +104.5% | -101.6% | +2.7% |
| 1Y | +4.4% | +281.4% | -277.0% | +4.3% |
| All | +4.4% | +269.1% | -264.7% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 1y: compounded portfolio wealth divided by compounded FCEL 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…
1y analysis · Full analysis span regression · 6 months rolling