+1,587.4%
XEL vs FCEL
-99.7%
+1,687.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +18.8% | -17.3% | +1.0% |
| 7D | +1.3% | +4.0% | -2.7% | +1.1% |
| 30D | -1.5% | -13.1% | +11.5% | -1.3% |
| 3M | -0.2% | +14.6% | -14.8% | -1.5% |
| 6M | -5.4% | +133.7% | -139.1% | -9.4% |
| YTD | +5.6% | +143.0% | -137.3% | +0.8% |
| 1Y | +10.5% | +320.9% | -310.4% | +3.0% |
| 3Y | +49.2% | -58.9% | +108.1% | +45.3% |
| 5Y | +30.1% | -89.7% | +119.8% | +29.4% |
| 10Y | +146.7% | -99.1% | +245.8% | +135.8% |
| All | +1,587.4% | -99.7% | +1,687.1% | +1,432.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling