+20.5%
EXC vs FCEL
-64.7%
+85.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.1% |
| 7D | +0.3% | -15.8% | +16.1% | +0.2% |
| 30D | -3.7% | -29.3% | +25.6% | -3.8% |
| 3M | -1.3% | -30.1% | +28.9% | -1.5% |
| 6M | -9.7% | +74.4% | -84.2% | -10.0% |
| YTD | +2.9% | +104.5% | -101.6% | +2.5% |
| 1Y | +4.4% | +281.4% | -277.0% | +3.7% |
| All | +20.5% | -64.7% | +85.1% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling