-99.1%
FCEL vs XHB
+215.4%
-314.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.1% |
| 7D | +6.3% | -4.6% | +10.9% | +11.9% |
| 30D | -26.7% | -9.1% | -17.5% | -18.7% |
| 3M | -10.2% | -8.6% | -1.6% | -1.6% |
| 6M | +123.5% | -4.0% | +127.5% | +130.4% |
| YTD | +117.4% | -3.9% | +121.3% | +121.3% |
| 1Y | +146.0% | -16.5% | +162.4% | +195.0% |
| 3Y | -61.9% | +22.6% | -84.5% | -71.2% |
| 5Y | -90.5% | +33.9% | -124.4% | -93.2% |
| All | -99.1% | +215.4% | -314.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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