+175.5%
EXE vs FCEL
-98.2%
+273.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +0.5% |
| 7D | -2.2% | +6.3% | -8.5% | -2.6% |
| 30D | -0.8% | -18.8% | +18.0% | -0.1% |
| 3M | +10.0% | -3.8% | +13.9% | +8.3% |
| 6M | -6.3% | +121.1% | -127.5% | -13.9% |
| YTD | -10.7% | +113.3% | -123.9% | -18.2% |
| 1Y | +2.7% | +173.5% | -170.8% | -8.9% |
| 3Y | +19.1% | -63.9% | +83.0% | +17.0% |
| 5Y | +105.4% | -90.7% | +196.1% | +119.4% |
| All | +175.5% | -98.2% | +273.7% | +222.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling