+1,740.6%
EXC vs FCEL
-99.8%
+1,840.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.1% |
| 7D | +0.3% | -15.8% | +16.1% | +0.9% |
| 30D | -3.7% | -29.3% | +25.6% | -2.7% |
| 3M | -1.3% | -30.1% | +28.9% | -1.3% |
| 6M | -9.7% | +74.4% | -84.2% | -13.7% |
| YTD | +2.9% | +104.5% | -101.6% | -2.6% |
| 1Y | +4.4% | +281.4% | -277.0% | -4.5% |
| 3Y | +22.2% | -66.1% | +88.3% | +18.8% |
| 5Y | +46.7% | -91.9% | +138.6% | +47.1% |
| 10Y | +155.3% | -99.2% | +254.6% | +142.1% |
| All | +1,740.6% | -99.8% | +1,840.4% | +1,586.2% |
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