-99.1%
FCEL vs EXEL
+320.7%
-419.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.2% |
| 7D | -2.8% | -0.8% | -2.0% | -2.5% |
| 30D | -31.6% | +13.1% | -44.8% | -33.9% |
| 3M | -52.4% | +36.3% | -88.7% | -56.7% |
| 6M | -51.4% | +34.5% | -85.9% | -55.7% |
| YTD | +32.4% | +57.4% | -25.0% | +14.8% |
| 1Y | +37.5% | +62.9% | -25.4% | +17.9% |
| 3Y | -69.3% | +229.5% | -298.8% | -79.5% |
| 5Y | -97.1% | +281.2% | -378.3% | -98.2% |
| All | -99.1% | +320.7% | -419.9% | -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