+181.3%
XLE vs FCEL
-99.1%
+280.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.7% | +7.5% | +1.1% |
| 7D | +0.3% | +15.1% | -14.7% | -0.3% |
| 30D | +8.5% | -16.4% | +25.0% | +9.0% |
| 3M | +14.6% | -5.3% | +19.9% | +13.2% |
| 6M | +17.6% | +124.5% | -107.0% | +10.4% |
| YTD | +48.1% | +126.7% | -78.6% | +38.5% |
| 1Y | +53.8% | +219.9% | -166.1% | +40.3% |
| 3Y | +56.2% | -61.6% | +117.9% | +50.5% |
| 5Y | +227.7% | -90.5% | +318.2% | +227.1% |
| 10Y | +181.3% | -99.1% | +280.4% | +208.1% |
| All | +181.3% | -99.1% | +280.4% | +208.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling