+178.5%
EXE vs FCEL
-98.3%
+276.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.2% |
| 7D | -0.3% | -15.8% | +15.6% | +0.5% |
| 30D | +8.5% | -29.3% | +37.7% | +10.0% |
| 3M | +5.5% | -30.1% | +35.6% | +5.5% |
| 6M | -5.9% | +74.4% | -80.3% | -12.2% |
| YTD | -9.7% | +104.5% | -114.2% | -17.1% |
| 1Y | +3.6% | +281.4% | -277.8% | -10.4% |
| 3Y | +18.0% | -66.1% | +84.1% | +16.5% |
| 5Y | +109.4% | -91.9% | +201.3% | +125.7% |
| All | +178.5% | -98.3% | +276.8% | +226.7% |
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