+160.8%
EXC vs FCEL
-99.1%
+260.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | -0.4% |
| 7D | +0.3% | +15.1% | -14.7% | 0.0% |
| 30D | -0.9% | -16.4% | +15.6% | -0.6% |
| 3M | -2.7% | -5.3% | +2.6% | -3.3% |
| 6M | -9.4% | +124.5% | -133.9% | -12.4% |
| YTD | +3.0% | +126.7% | -123.6% | -0.6% |
| 1Y | +5.1% | +219.9% | -214.7% | 0.0% |
| 3Y | +20.6% | -61.6% | +82.2% | +18.5% |
| 5Y | +45.7% | -90.5% | +136.2% | +46.1% |
| 10Y | +160.8% | -99.1% | +259.9% | +144.8% |
| All | +160.8% | -99.1% | +260.0% | +144.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling