-97.0%
FCEL vs XME
+108.0%
-205.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -3.6% |
| 7D | -2.8% | +0.3% | -3.1% | -2.7% |
| 30D | -31.6% | -6.1% | -25.5% | -24.4% |
| 3M | -52.4% | -18.6% | -33.8% | -37.1% |
| 6M | -51.4% | -23.9% | -27.5% | -28.1% |
| YTD | +32.4% | -9.3% | +41.8% | +61.5% |
| 1Y | +37.5% | +1.8% | +35.7% | +46.3% |
| 3Y | -69.3% | +93.0% | -162.3% | -83.9% |
| All | -97.0% | +108.0% | -205.0% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling