+153.4%
EXE vs FCEL
-98.9%
+252.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.1% |
| 7D | +5.3% | -2.8% | +8.1% | +5.4% |
| 30D | -2.2% | -31.6% | +29.4% | -0.7% |
| 3M | -5.9% | -52.4% | +46.5% | -3.3% |
| 6M | -5.7% | -51.4% | +45.7% | -5.3% |
| YTD | -17.8% | +32.4% | -50.3% | -23.5% |
| 1Y | -23.1% | +37.5% | -60.6% | -28.9% |
| 3Y | +21.2% | -69.3% | +90.5% | +17.8% |
| 5Y | +78.8% | -97.1% | +175.9% | +104.2% |
| All | +153.4% | -98.9% | +252.3% | +201.5% |
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 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