-60.3%
FCEL vs XHB
+24.0%
-84.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -5.2% |
| 7D | +15.1% | -1.9% | +17.0% | +16.9% |
| 30D | -16.4% | -8.3% | -8.1% | -9.6% |
| 3M | -5.3% | -7.1% | +1.9% | +1.4% |
| 6M | +124.5% | -5.3% | +129.8% | +133.8% |
| YTD | +126.7% | -3.2% | +129.9% | +127.5% |
| 1Y | +219.9% | -13.9% | +233.7% | +266.2% |
| All | -60.3% | +24.0% | -84.3% | -76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling