+45.4%
XEL vs FCEL
-63.4%
+108.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | -1.0% |
| 7D | -1.2% | +6.3% | -7.5% | -1.3% |
| 30D | -2.9% | -18.8% | +15.9% | -2.8% |
| 3M | -2.7% | -3.8% | +1.1% | -3.1% |
| 6M | -6.5% | +121.1% | -127.7% | -7.9% |
| YTD | +3.6% | +113.3% | -109.6% | +2.0% |
| 1Y | +7.5% | +173.5% | -166.0% | +5.1% |
| All | +45.4% | -63.4% | +108.8% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling