-100.0%
FCEL vs XPO
+10,316.6%
-10,416.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | +0.8% |
| 7D | -15.8% | +2.4% | -18.2% | -16.4% |
| 30D | -29.3% | -3.5% | -25.7% | -28.6% |
| 3M | -30.1% | -11.9% | -18.2% | -28.2% |
| 6M | +74.4% | -10.0% | +84.4% | +77.1% |
| YTD | +104.5% | +42.1% | +62.4% | +83.3% |
| 1Y | +281.4% | +47.6% | +233.8% | +236.8% |
| 3Y | -66.1% | +153.6% | -219.7% | -74.9% |
| 5Y | -91.9% | +266.5% | -358.4% | -94.6% |
| 10Y | -99.2% | +1,460.4% | -1,559.7% | -99.6% |
| All | -100.0% | +10,316.6% | -10,416.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling