-61.9%
FCEL vs XLRE
+31.2%
-93.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +1.1% |
| 7D | +6.3% | -1.2% | +7.4% | +7.6% |
| 30D | -26.7% | -2.4% | -24.3% | -25.0% |
| 3M | -10.2% | -2.5% | -7.7% | -10.1% |
| 6M | +123.5% | +4.0% | +119.5% | +104.7% |
| YTD | +117.4% | +9.3% | +108.1% | +86.7% |
| 1Y | +146.0% | +5.6% | +140.4% | +120.5% |
| 3Y | -61.9% | +31.3% | -93.2% | -80.2% |
| All | -61.9% | +31.2% | -93.1% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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