+821.1%
XLB vs FCEL
-99.9%
+921.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | +0.2% |
| 7D | +0.5% | -2.8% | +3.4% | +0.7% |
| 30D | +5.2% | -31.6% | +36.8% | +7.5% |
| 3M | +0.3% | -52.4% | +52.7% | +4.4% |
| 6M | +1.2% | -51.4% | +52.6% | +2.1% |
| YTD | +16.6% | +32.4% | -15.8% | +7.6% |
| 1Y | +21.4% | +37.5% | -16.1% | +11.2% |
| 3Y | +43.2% | -69.3% | +112.5% | +36.0% |
| 5Y | +28.0% | -97.1% | +125.2% | +39.1% |
| 10Y | +164.8% | -99.1% | +263.9% | +144.1% |
| All | +821.1% | -99.9% | +921.0% | +755.2% |
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