-99.2%
FCEL vs XPO
+1,517.7%
-1,616.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.4% |
| 7D | +6.3% | -1.3% | +7.6% | +6.9% |
| 30D | -18.8% | -10.4% | -8.4% | -14.5% |
| 3M | -3.8% | -15.7% | +11.9% | +3.1% |
| 6M | +121.1% | -6.3% | +127.5% | +121.9% |
| YTD | +113.3% | +34.2% | +79.1% | +76.5% |
| 1Y | +173.5% | +39.9% | +133.6% | +119.3% |
| 3Y | -63.9% | +155.2% | -219.1% | -81.2% |
| 5Y | -90.7% | +264.7% | -355.4% | -96.2% |
| All | -99.2% | +1,517.7% | -1,616.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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