+42.4%
FCEL vs XYL
-30.7%
+73.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.0% | -10.9% | -5.5% |
| 7D | -14.9% | +14.5% | -29.4% | -14.3% |
| 30D | -41.7% | -1.3% | -40.3% | -41.6% |
| 3M | -53.2% | -17.0% | -36.2% | -53.2% |
| 6M | -19.0% | -11.3% | -7.7% | -22.6% |
| YTD | +44.2% | -25.0% | +69.2% | +38.0% |
| 1Y | +42.4% | -31.5% | +74.0% | +59.5% |
| All | +42.4% | -30.7% | +73.1% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling