+29.5%
XLB vs FCEL
+32.6%
-3.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.0% | +8.5% | +2.6% |
| 7D | +3.9% | -14.9% | +18.8% | +4.2% |
| 30D | +8.9% | -41.7% | +50.6% | +9.9% |
| 3M | +4.1% | -53.2% | +57.3% | +5.4% |
| 6M | +7.3% | -19.0% | +26.4% | +5.4% |
| YTD | +20.4% | +44.2% | -23.8% | +14.5% |
| 1Y | +29.5% | +42.4% | -12.9% | +22.9% |
| All | +29.5% | +32.6% | -3.0% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling