+26.1%
EXPE vs FCEL
+289.9%
-263.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +6.0% | -0.7% |
| 7D | -11.5% | +15.1% | -26.6% | -11.5% |
| 30D | -13.1% | -16.4% | +3.4% | -12.9% |
| 3M | +18.1% | -5.3% | +23.4% | +16.6% |
| 6M | +13.3% | +124.5% | -111.3% | +6.7% |
| YTD | -3.2% | +126.7% | -129.9% | -9.4% |
| 1Y | +26.1% | +219.9% | -193.7% | +13.5% |
| All | +26.1% | +289.9% | -263.7% | +13.5% |
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