+101.4%
EXE vs FCEL
-90.4%
+191.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.7% | +5.1% | -1.3% |
| 7D | -2.7% | +15.1% | -17.8% | -3.4% |
| 30D | -0.4% | -16.4% | +16.1% | +0.2% |
| 3M | +9.5% | -5.3% | +14.7% | +7.9% |
| 6M | -9.3% | +124.5% | -133.9% | -16.6% |
| YTD | -10.9% | +126.7% | -137.6% | -18.6% |
| 1Y | +4.3% | +219.9% | -215.6% | -8.4% |
| 3Y | +18.8% | -61.6% | +80.5% | +17.3% |
| 5Y | +101.4% | -90.5% | +191.9% | +119.5% |
| All | +101.4% | -90.4% | +191.8% | +119.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling