+139.9%
XLC vs FCEL
-97.2%
+237.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | -0.4% |
| 7D | -1.4% | +15.1% | -16.5% | -2.0% |
| 30D | -0.9% | -16.4% | +15.5% | -0.5% |
| 3M | -0.3% | -5.3% | +4.9% | -1.4% |
| 6M | -5.2% | +124.5% | -129.7% | -10.3% |
| YTD | -5.3% | +126.7% | -132.0% | -10.8% |
| 1Y | -2.8% | +219.9% | -222.7% | -10.4% |
| 3Y | +71.2% | -61.6% | +132.8% | +65.7% |
| 5Y | +37.6% | -90.5% | +128.1% | +37.8% |
| All | +139.9% | -97.2% | +237.1% | +157.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling