+36.5%
XLB vs FCEL
-90.2%
+126.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +18.8% | -19.7% | -2.0% |
| 7D | -0.2% | +4.0% | -4.2% | -0.7% |
| 30D | -1.7% | -13.1% | +11.3% | -1.3% |
| 3M | +4.4% | +14.6% | -10.2% | +1.2% |
| 6M | +5.0% | +133.7% | -128.7% | -4.9% |
| YTD | +15.5% | +143.0% | -127.5% | +3.6% |
| 1Y | +14.9% | +320.9% | -305.9% | -2.8% |
| 3Y | +34.5% | -58.9% | +93.4% | +29.8% |
| 5Y | +36.5% | -89.7% | +126.2% | +43.4% |
| All | +36.5% | -90.2% | +126.7% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling