+147.8%
XEL vs FCEL
-99.1%
+247.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -0.3% | +6.3% | -6.6% | -0.4% |
| 30D | -3.9% | -26.7% | +22.7% | -3.7% |
| 3M | -2.8% | -10.2% | +7.4% | -3.0% |
| 6M | -5.4% | +123.5% | -128.9% | -6.9% |
| YTD | +3.8% | +117.4% | -113.6% | +2.1% |
| 1Y | +6.8% | +146.0% | -139.1% | +4.7% |
| 3Y | +45.6% | -61.9% | +107.5% | +44.4% |
| 5Y | +30.7% | -90.5% | +121.2% | +30.5% |
| All | +147.8% | -99.1% | +247.0% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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