+38.6%
EXPE vs FCEL
-96.7%
+135.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.0% | +2.9% | -1.7% |
| 7D | -11.2% | -8.3% | -2.9% | -10.7% |
| 30D | -7.5% | -43.0% | +35.5% | -4.0% |
| 3M | -19.1% | -48.2% | +29.1% | -16.2% |
| 6M | +10.7% | -25.0% | +35.7% | +5.8% |
| YTD | -9.9% | +40.6% | -50.5% | -21.7% |
| 1Y | -4.6% | +36.0% | -40.6% | -17.4% |
| 3Y | +116.8% | -66.7% | +183.5% | +100.5% |
| 5Y | +38.6% | -96.7% | +135.2% | +103.9% |
| All | +38.6% | -96.7% | +135.2% | +103.9% |
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