+281.4%
FCEL vs XME
+46.4%
+235.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.6% |
| 7D | -15.8% | -0.1% | -15.7% | -16.5% |
| 30D | -29.3% | +6.0% | -35.3% | -35.6% |
| 3M | -30.1% | -7.7% | -22.4% | -22.3% |
| 6M | +74.4% | +1.0% | +73.5% | +73.9% |
| YTD | +104.5% | +14.6% | +89.9% | +79.4% |
| 1Y | +281.4% | +46.0% | +235.4% | +341.1% |
| All | +281.4% | +46.4% | +235.0% | +341.1% |
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