+42.4%
FCEL vs EXEL
+92.4%
-50.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.6% | -6.2% |
| 7D | -14.9% | +9.8% | -24.6% | -17.5% |
| 30D | -41.7% | +23.6% | -65.3% | -46.0% |
| 3M | -53.2% | +29.9% | -83.1% | -57.7% |
| 6M | -19.0% | +64.7% | -83.8% | -33.7% |
| YTD | +44.2% | +66.0% | -21.8% | +15.7% |
| 1Y | +42.4% | +92.0% | -49.5% | -7.5% |
| All | +42.4% | +92.4% | -50.0% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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