-90.1%
FCEL vs XPO
+261.5%
-351.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.1% | -3.6% | -5.3% |
| 7D | +15.1% | -0.9% | +16.0% | +15.4% |
| 30D | -16.4% | -8.1% | -8.3% | -13.2% |
| 3M | -5.3% | -19.0% | +13.8% | +3.2% |
| 6M | +124.5% | -5.2% | +129.7% | +123.4% |
| YTD | +126.7% | +35.6% | +91.1% | +86.5% |
| 1Y | +219.9% | +41.1% | +178.8% | +155.1% |
| 3Y | -61.6% | +157.9% | -219.6% | -81.6% |
| All | -90.1% | +261.5% | -351.6% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling