-90.6%
FCEL vs XLRE
+8.4%
-99.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +0.8% |
| 7D | +6.3% | -1.2% | +7.4% | +8.0% |
| 30D | -26.7% | -2.4% | -24.3% | -24.3% |
| 3M | -10.2% | -2.5% | -7.7% | -9.9% |
| 6M | +123.5% | +4.0% | +119.5% | +102.5% |
| YTD | +117.4% | +9.3% | +108.1% | +83.0% |
| 1Y | +146.0% | +5.6% | +140.4% | +117.2% |
| 3Y | -61.9% | +31.3% | -93.2% | -76.6% |
| All | -90.6% | +8.4% | -99.0% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling