+48.2%
FCEL vs EXEL
+70.6%
-22.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +6.5% |
| 7D | +3.9% | -2.8% | +6.7% | +5.3% |
| 30D | -33.1% | +18.2% | -51.3% | -36.2% |
| 3M | -43.0% | +37.7% | -80.7% | -49.1% |
| 6M | -31.3% | +42.2% | -73.5% | -38.7% |
| YTD | +49.8% | +61.3% | -11.5% | +26.7% |
| 1Y | +48.2% | +64.5% | -16.3% | +26.9% |
| All | +48.2% | +70.6% | -22.4% | +26.9% |
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