-1.5%
XLC vs FCEL
+197.5%
-199.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.5% | +0.6% |
| 7D | -1.7% | +6.3% | -7.9% | -1.7% |
| 30D | +0.2% | -18.8% | +19.0% | +0.2% |
| 3M | +0.7% | -3.8% | +4.5% | -0.1% |
| 6M | -4.5% | +121.1% | -125.6% | -7.6% |
| YTD | -4.7% | +113.3% | -118.0% | -8.2% |
| 1Y | -1.5% | +173.5% | -175.0% | -5.0% |
| All | -1.5% | +197.5% | -199.0% | -5.0% |
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 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