-99.2%
FCEL vs XYL
+149.5%
-248.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.1% |
| 7D | +6.3% | -1.2% | +7.5% | +7.7% |
| 30D | -18.8% | -13.2% | -5.6% | -8.8% |
| 3M | -3.8% | -0.2% | -3.7% | -6.6% |
| 6M | +121.1% | -12.5% | +133.6% | +138.3% |
| YTD | +113.3% | -20.9% | +134.2% | +148.3% |
| 1Y | +173.5% | -21.6% | +195.1% | +223.5% |
| 3Y | -63.9% | +16.1% | -80.1% | -70.1% |
| 5Y | -90.7% | -15.6% | -75.1% | -89.9% |
| All | -99.2% | +149.5% | -248.7% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling