-99.7%
FCEL vs XYL
+449.8%
-549.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +3.4% |
| 7D | -15.8% | -5.0% | -10.8% | -12.6% |
| 30D | -29.3% | -13.2% | -16.1% | -21.7% |
| 3M | -30.1% | -3.7% | -26.4% | -30.0% |
| 6M | +74.4% | -17.7% | +92.1% | +95.6% |
| YTD | +104.5% | -21.5% | +126.0% | +135.7% |
| 1Y | +281.4% | -24.5% | +305.9% | +355.0% |
| 3Y | -66.1% | +6.9% | -73.0% | -69.3% |
| 5Y | -91.9% | -18.1% | -73.8% | -90.9% |
| 10Y | -99.2% | +134.7% | -233.9% | -99.6% |
| All | -99.7% | +449.8% | -549.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling