-99.8%
FCEL vs EXPD
+25,650.4%
-25,750.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.9% |
| 7D | -8.3% | -7.4% | -0.9% | -4.8% |
| 30D | -43.0% | -2.1% | -40.9% | -42.3% |
| 3M | -48.2% | +5.7% | -53.9% | -49.3% |
| 6M | -25.0% | +21.4% | -46.3% | -31.7% |
| YTD | +40.6% | +27.6% | +13.0% | +23.6% |
| 1Y | +36.0% | +36.1% | -0.1% | +16.0% |
| 3Y | -66.7% | +69.9% | -136.6% | -74.5% |
| 5Y | -96.7% | +59.7% | -156.3% | -97.3% |
| 10Y | -99.0% | +323.0% | -422.1% | -99.5% |
| All | -99.8% | +25,650.4% | -25,750.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling