-58.9%
FCEL vs EXEL
+160.6%
-219.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.3% | +21.1% | +19.4% |
| 7D | +4.0% | +1.4% | +2.6% | +3.3% |
| 30D | -13.1% | +6.7% | -19.7% | -14.8% |
| 3M | +14.6% | +11.5% | +3.1% | +11.1% |
| 6M | +133.7% | +38.8% | +94.9% | +114.4% |
| YTD | +143.0% | +31.6% | +111.4% | +125.1% |
| 1Y | +320.9% | +53.0% | +267.8% | +275.3% |
| 3Y | -58.9% | +160.8% | -219.7% | -68.4% |
| All | -58.9% | +160.6% | -219.5% | -68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling