-100.0%
FCEL vs EXR
+2,662.2%
-2,762.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.7% |
| 7D | -15.8% | -2.6% | -13.3% | -14.3% |
| 30D | -29.3% | -7.2% | -22.1% | -25.8% |
| 3M | -30.1% | -3.5% | -26.6% | -30.1% |
| 6M | +74.4% | -5.3% | +79.7% | +75.6% |
| YTD | +104.5% | +9.4% | +95.2% | +85.7% |
| 1Y | +281.4% | +1.3% | +280.1% | +263.3% |
| 3Y | -66.1% | +22.4% | -88.5% | -72.1% |
| 5Y | -91.9% | -12.2% | -79.6% | -91.6% |
| 10Y | -99.2% | +148.6% | -247.8% | -99.6% |
| All | -100.0% | +2,662.2% | -2,762.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling