-100.0%
FCEL vs EXEL
+273.2%
-373.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -15.8% | +8.4% | -24.2% | -17.8% |
| 30D | -29.3% | +4.1% | -33.4% | -30.2% |
| 3M | -30.1% | +12.4% | -42.6% | -32.5% |
| 6M | +74.4% | +41.5% | +32.9% | +58.0% |
| YTD | +104.5% | +34.6% | +69.9% | +87.2% |
| 1Y | +281.4% | +57.9% | +223.5% | +233.1% |
| 3Y | -66.1% | +159.5% | -225.6% | -75.0% |
| 5Y | -91.9% | +198.5% | -290.3% | -94.2% |
| 10Y | -99.2% | +411.4% | -510.6% | -99.6% |
| All | -100.0% | +273.2% | -373.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling