+41.6%
XLC vs FCEL
-96.7%
+138.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +0.6% |
| 7D | +6.2% | -8.3% | +14.5% | +6.6% |
| 30D | -2.4% | -43.0% | +40.6% | +0.3% |
| 3M | -3.3% | -48.2% | +44.8% | -0.7% |
| 6M | -7.3% | -25.0% | +17.7% | -10.0% |
| YTD | -7.6% | +40.6% | -48.3% | -16.1% |
| 1Y | -3.7% | +36.0% | -39.7% | -12.8% |
| 3Y | +62.9% | -66.7% | +129.7% | +55.6% |
| 5Y | +41.6% | -96.7% | +138.3% | +77.8% |
| All | +41.6% | -96.7% | +138.3% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling