-99.1%
FCEL vs XME
+260.6%
-359.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -3.8% |
| 7D | -2.8% | +0.3% | -3.1% | -2.7% |
| 30D | -31.6% | -6.1% | -25.5% | -25.3% |
| 3M | -52.4% | -18.6% | -33.8% | -39.1% |
| 6M | -51.4% | -23.9% | -27.5% | -31.0% |
| YTD | +32.4% | -9.3% | +41.8% | +59.1% |
| 1Y | +37.5% | +1.8% | +35.7% | +46.6% |
| 3Y | -69.3% | +93.0% | -162.3% | -82.2% |
| 5Y | -97.1% | +107.0% | -204.1% | -98.4% |
| All | -99.1% | +260.6% | -359.7% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling