-4.1%
XLC vs FCEL
+38.9%
-43.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.4% | -1.0% |
| 7D | +3.1% | +14.8% | -11.7% | +3.1% |
| 30D | -4.2% | -33.9% | +29.7% | -4.3% |
| 3M | -2.1% | -52.7% | +50.6% | -2.3% |
| 6M | -6.6% | -40.0% | +33.4% | -7.4% |
| YTD | -7.8% | +40.2% | -48.0% | -10.8% |
| 1Y | -4.1% | +32.9% | -37.0% | -7.5% |
| All | -4.1% | +38.9% | -43.0% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling