-96.9%
FCEL vs EXPD
+55.6%
-152.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.3% | +13.8% | +13.2% |
| 7D | -11.2% | -7.2% | -4.1% | -5.7% |
| 30D | -45.8% | -3.3% | -42.5% | -44.2% |
| 3M | -51.0% | +3.4% | -54.4% | -52.1% |
| 6M | -22.2% | +22.7% | -44.9% | -34.9% |
| YTD | +36.3% | +24.5% | +11.7% | +8.5% |
| 1Y | +29.0% | +38.6% | -9.6% | -7.5% |
| 3Y | -70.9% | +71.5% | -142.4% | -84.1% |
| All | -96.9% | +55.6% | -152.5% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling