-99.1%
FCEL vs EXR
+144.7%
-243.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.5% | -4.2% | -5.3% |
| 7D | +15.1% | -3.1% | +18.1% | +17.2% |
| 30D | -16.4% | -7.5% | -8.9% | -12.7% |
| 3M | -5.3% | -7.5% | +2.2% | -3.1% |
| 6M | +124.5% | -5.2% | +129.7% | +125.2% |
| YTD | +126.7% | +6.5% | +120.2% | +110.7% |
| 1Y | +219.9% | -2.0% | +221.9% | +212.6% |
| 3Y | -61.6% | +21.5% | -83.2% | -67.8% |
| 5Y | -90.5% | -11.5% | -79.0% | -90.4% |
| 10Y | -99.1% | +148.0% | -247.1% | -99.5% |
| All | -99.1% | +144.7% | -243.9% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded EXR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling