+31.0%
XLB vs FCEL
-96.5%
+127.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.2% | 0.0% |
| 7D | -1.6% | +3.9% | -5.5% | -2.0% |
| 30D | +7.2% | -33.1% | +40.4% | +9.3% |
| 3M | 0.0% | -43.0% | +43.0% | +2.3% |
| 6M | +2.3% | -31.3% | +33.6% | +0.5% |
| YTD | +18.4% | +49.8% | -31.4% | +8.1% |
| 1Y | +23.3% | +48.2% | -24.8% | +12.1% |
| 3Y | +45.2% | -64.6% | +109.7% | +38.8% |
| 5Y | +31.0% | -96.7% | +127.7% | +54.7% |
| All | +31.0% | -96.5% | +127.4% | +54.7% |
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