-99.2%
FCEL vs EXEL
+386.3%
-485.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.4% | -5.5% |
| 7D | +6.3% | -2.9% | +9.1% | +7.0% |
| 30D | -18.8% | +11.9% | -30.7% | -21.7% |
| 3M | -3.8% | +9.2% | -13.0% | -6.6% |
| 6M | +121.1% | +39.1% | +82.0% | +100.1% |
| YTD | +113.3% | +31.0% | +82.2% | +95.7% |
| 1Y | +173.5% | +52.3% | +121.2% | +139.5% |
| 3Y | -63.9% | +159.7% | -223.7% | -73.9% |
| 5Y | -90.7% | +187.7% | -278.4% | -93.5% |
| All | -99.2% | +386.3% | -485.4% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling