-100.0%
FCEL vs XHB
+167.3%
-267.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.4% | +21.2% | +21.1% |
| 7D | +4.0% | +0.2% | +3.8% | +3.3% |
| 30D | -13.1% | -9.1% | -4.0% | -5.7% |
| 3M | +14.6% | -2.3% | +16.9% | +16.9% |
| 6M | +133.7% | -4.1% | +137.8% | +140.9% |
| YTD | +143.0% | -1.7% | +144.7% | +142.8% |
| 1Y | +320.9% | -15.1% | +336.0% | +382.2% |
| 3Y | -58.9% | +26.8% | -85.7% | -67.2% |
| 5Y | -89.7% | +37.3% | -127.0% | -91.8% |
| 10Y | -99.1% | +205.7% | -304.7% | -99.6% |
| All | -100.0% | +167.3% | -267.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling