+42.4%
FCEL vs XME
+5.2%
+37.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.0% | -4.5% |
| 7D | -14.9% | -5.5% | -9.4% | -7.5% |
| 30D | -41.7% | -11.1% | -30.6% | -29.7% |
| 3M | -53.2% | -11.1% | -42.0% | -44.7% |
| 6M | -19.0% | -18.0% | -1.0% | +10.7% |
| YTD | +44.2% | -7.4% | +51.6% | +77.5% |
| 1Y | +42.4% | +6.7% | +35.8% | +47.6% |
| All | +42.4% | +5.2% | +37.2% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling