-99.2%
FCEL vs EXPD
+314.6%
-413.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.2% |
| 7D | -15.8% | -1.1% | -14.7% | -15.0% |
| 30D | -29.3% | +4.1% | -33.4% | -31.1% |
| 3M | -30.1% | +17.9% | -48.0% | -38.9% |
| 6M | +74.4% | +29.2% | +45.2% | +41.0% |
| YTD | +104.5% | +27.4% | +77.2% | +62.2% |
| 1Y | +281.4% | +56.8% | +224.5% | +147.9% |
| 3Y | -66.1% | +68.0% | -134.1% | -79.5% |
| 5Y | -91.9% | +61.9% | -153.7% | -94.9% |
| All | -99.2% | +314.6% | -413.8% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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