-99.1%
FCEL vs EXEL
+325.9%
-424.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -6.0% |
| 7D | +14.8% | +1.6% | +13.1% | +14.4% |
| 30D | -33.9% | +17.4% | -51.2% | -36.9% |
| 3M | -52.7% | +38.6% | -91.3% | -57.2% |
| 6M | -40.0% | +41.2% | -81.2% | -46.1% |
| YTD | +40.2% | +59.3% | -19.1% | +21.1% |
| 1Y | +32.9% | +60.2% | -27.3% | +14.6% |
| 3Y | -66.8% | +232.6% | -299.4% | -78.0% |
| 5Y | -97.0% | +285.9% | -382.8% | -98.1% |
| All | -99.1% | +325.9% | -424.9% | -99.4% |
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