+141.3%
XLC vs FCEL
-97.4%
+238.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.5% | +0.8% |
| 7D | -1.7% | +6.3% | -7.9% | -1.9% |
| 30D | +0.2% | -18.8% | +19.0% | +0.7% |
| 3M | +0.7% | -3.8% | +4.5% | -0.4% |
| 6M | -4.5% | +121.1% | -125.6% | -9.6% |
| YTD | -4.7% | +113.3% | -118.0% | -10.1% |
| 1Y | -1.5% | +173.5% | -175.0% | -8.7% |
| 3Y | +72.2% | -63.9% | +136.2% | +67.0% |
| 5Y | +39.3% | -90.7% | +130.0% | +39.7% |
| All | +141.3% | -97.4% | +238.7% | +159.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling