-99.0%
FCEL vs EXR
+151.1%
-250.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.1% | +18.9% | +18.8% |
| 7D | +4.0% | -0.7% | +4.7% | +4.4% |
| 30D | -13.1% | -6.9% | -6.1% | -9.6% |
| 3M | +14.6% | -3.0% | +17.6% | +14.0% |
| 6M | +133.7% | -2.9% | +136.6% | +131.2% |
| YTD | +143.0% | +9.3% | +133.7% | +122.4% |
| 1Y | +320.9% | -0.9% | +321.8% | +308.0% |
| 3Y | -58.9% | +24.7% | -83.6% | -66.0% |
| 5Y | -89.7% | -11.7% | -78.0% | -89.6% |
| All | -99.0% | +151.1% | -250.2% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling