+1,824.1%
EXC vs FCEL
-99.8%
+1,924.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.5% | -13.5% | -2.4% |
| 7D | -1.2% | -11.2% | +10.1% | -0.9% |
| 30D | +10.0% | -45.8% | +55.7% | +12.1% |
| 3M | +1.6% | -51.0% | +52.6% | +3.6% |
| 6M | +3.3% | -22.2% | +25.5% | +1.7% |
| YTD | +7.6% | +36.3% | -28.7% | +2.8% |
| 1Y | +3.5% | +29.0% | -25.5% | -1.1% |
| 3Y | +27.7% | -70.9% | +98.5% | +24.3% |
| 5Y | +41.1% | -96.3% | +137.4% | +45.8% |
| 10Y | +178.2% | -99.1% | +277.3% | +159.2% |
| All | +1,824.1% | -99.8% | +1,924.0% | +1,680.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling