+1,825.4%
EXC vs FCEL
-99.8%
+1,925.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.6% | -8.6% | -0.2% |
| 7D | -1.7% | +3.0% | -4.8% | -1.9% |
| 30D | +9.3% | -40.0% | +49.3% | +11.0% |
| 3M | +1.0% | -47.0% | +48.1% | +2.7% |
| 6M | +5.9% | -21.0% | +27.0% | +4.4% |
| YTD | +7.6% | +48.0% | -40.4% | +2.6% |
| 1Y | +2.4% | +43.9% | -41.5% | -2.5% |
| 3Y | +30.2% | -67.5% | +97.8% | +26.2% |
| 5Y | +41.4% | -96.7% | +138.0% | +46.9% |
| 10Y | +183.8% | -99.0% | +282.8% | +164.0% |
| All | +1,825.4% | -99.8% | +1,925.2% | +1,676.2% |
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