+820.5%
XLB vs FCEL
-99.9%
+920.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.3% | -0.5% |
| 7D | -1.4% | -15.8% | +14.4% | -0.3% |
| 30D | -0.4% | -29.3% | +28.9% | +1.7% |
| 3M | +2.0% | -30.1% | +32.1% | +2.1% |
| 6M | +1.8% | +74.4% | -72.6% | -6.4% |
| YTD | +16.6% | +104.5% | -87.9% | +5.3% |
| 1Y | +16.9% | +281.4% | -264.4% | -0.8% |
| 3Y | +32.6% | -66.1% | +98.7% | +26.0% |
| 5Y | +35.6% | -91.9% | +127.5% | +36.9% |
| 10Y | +160.0% | -99.2% | +259.2% | +147.1% |
| All | +820.5% | -99.9% | +920.4% | +737.0% |
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