-23.1%
EXE vs FCEL
+28.7%
-51.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +0.9% |
| 7D | +5.3% | -2.8% | +8.1% | +5.3% |
| 30D | -2.2% | -31.6% | +29.4% | -2.1% |
| 3M | -5.9% | -52.4% | +46.5% | -5.7% |
| 6M | -5.7% | -51.4% | +45.7% | -5.6% |
| YTD | -17.8% | +32.4% | -50.3% | -19.5% |
| 1Y | -23.1% | +37.5% | -60.6% | -25.5% |
| All | -23.1% | +28.7% | -51.9% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling