+855.0%
EXPE vs FCEL
-100.0%
+955.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.8% |
| 7D | -9.5% | -15.8% | +6.3% | -8.3% |
| 30D | -6.6% | -29.3% | +22.7% | -4.2% |
| 3M | +31.4% | -30.1% | +61.5% | +31.2% |
| 6M | +35.2% | +74.4% | -39.3% | +20.8% |
| YTD | +5.8% | +104.5% | -98.7% | -7.7% |
| 1Y | +38.7% | +281.4% | -242.7% | +11.6% |
| 3Y | +175.8% | -66.1% | +241.9% | +156.5% |
| 5Y | +111.8% | -91.9% | +203.7% | +116.8% |
| 10Y | +179.7% | -99.2% | +278.9% | +183.3% |
| All | +855.0% | -100.0% | +955.0% | +967.0% |
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