-13.4%
FCEL vs XE
-63.2%
+49.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -4.8% |
| 7D | -2.8% | +6.2% | -9.0% | -5.7% |
| 30D | -31.6% | -4.8% | -26.8% | -29.9% |
| 3M | -52.4% | -51.3% | -1.2% | -37.8% |
| 6M | -51.4% | -64.2% | +12.8% | -42.4% |
| All | -13.4% | -63.2% | +49.8% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3y: compounded portfolio wealth divided by compounded XE 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…
3y analysis · Full analysis span regression · 6 months rolling