+72.3%
XLC vs FCEL
-59.7%
+132.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.8% | -19.3% | -0.8% |
| 7D | +0.6% | +4.0% | -3.4% | +0.5% |
| 30D | +0.2% | -13.1% | +13.3% | +0.4% |
| 3M | +0.6% | +14.6% | -13.9% | -0.6% |
| 6M | -4.5% | +133.7% | -138.2% | -8.4% |
| YTD | -4.7% | +143.0% | -147.7% | -9.0% |
| 1Y | -1.7% | +320.9% | -322.5% | -8.5% |
| 3Y | +72.3% | -58.9% | +131.2% | +68.6% |
| All | +72.3% | -59.7% | +132.0% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling