-99.6%
FCEL vs XLRE
+109.5%
-209.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -5.4% |
| 7D | +15.1% | -0.7% | +15.8% | +16.1% |
| 30D | -16.4% | -2.2% | -14.2% | -14.1% |
| 3M | -5.3% | -2.6% | -2.6% | -4.7% |
| 6M | +124.5% | +2.6% | +122.0% | +110.5% |
| YTD | +126.7% | +9.3% | +117.4% | +97.0% |
| 1Y | +219.9% | +7.2% | +212.7% | +184.4% |
| 3Y | -61.6% | +31.3% | -93.0% | -73.3% |
| 5Y | -90.5% | +8.1% | -98.6% | -91.4% |
| 10Y | -99.1% | +88.9% | -188.0% | -99.5% |
| All | -99.6% | +109.5% | -209.1% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling