-99.1%
FCEL vs XYL
+100.4%
-199.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.7% | -5.7% |
| 7D | -2.8% | -3.7% | +0.9% | +0.1% |
| 30D | -31.6% | -8.3% | -23.3% | -29.8% |
| 3M | -52.4% | -21.4% | -31.0% | -44.3% |
| 6M | -51.4% | -12.9% | -38.5% | -48.9% |
| YTD | +32.4% | -30.1% | +62.5% | +63.8% |
| 1Y | +37.5% | -35.2% | +72.7% | +81.3% |
| 3Y | -69.3% | -0.8% | -68.5% | -72.1% |
| 5Y | -97.1% | -23.2% | -73.9% | -96.8% |
| All | -99.1% | +100.4% | -199.5% | -99.6% |
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