+142.5%
XLC vs FCEL
-97.5%
+240.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | -0.8% | -15.8% | +15.0% | -0.3% |
| 30D | +1.0% | -29.3% | +30.3% | +2.1% |
| 3M | -0.7% | -30.1% | +29.4% | -0.7% |
| 6M | -5.1% | +74.4% | -79.6% | -9.4% |
| YTD | -4.3% | +104.5% | -108.8% | -9.5% |
| 1Y | -0.6% | +281.4% | -281.9% | -9.1% |
| 3Y | +72.7% | -66.1% | +138.8% | +68.0% |
| 5Y | +38.0% | -91.9% | +129.9% | +38.9% |
| All | +142.5% | -97.5% | +240.0% | +161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling