-100.0%
FCEL vs XME
+242.3%
-342.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.7% |
| 7D | -15.8% | -0.1% | -15.7% | -16.3% |
| 30D | -29.3% | +6.0% | -35.3% | -33.2% |
| 3M | -30.1% | -7.7% | -22.4% | -23.7% |
| 6M | +74.4% | +1.0% | +73.5% | +77.4% |
| YTD | +104.5% | +14.6% | +89.9% | +89.9% |
| 1Y | +281.4% | +46.0% | +235.4% | +191.5% |
| 3Y | -66.1% | +127.0% | -193.1% | -81.6% |
| 5Y | -91.9% | +175.8% | -267.7% | -96.1% |
| 10Y | -99.2% | +414.6% | -513.8% | -99.8% |
| All | -100.0% | +242.3% | -342.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling