+45.4%
XLB vs FCEL
-64.6%
+109.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.2% | +0.1% |
| 7D | -1.6% | +3.9% | -5.5% | -1.8% |
| 30D | +7.2% | -33.1% | +40.4% | +8.5% |
| 3M | 0.0% | -43.0% | +43.0% | +1.4% |
| 6M | +2.3% | -31.3% | +33.6% | +1.2% |
| YTD | +18.4% | +49.8% | -31.4% | +12.0% |
| 1Y | +23.3% | +48.2% | -24.8% | +16.4% |
| All | +45.4% | -64.6% | +109.9% | +41.6% |
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