+65.1%
XLE vs FCEL
-68.6%
+133.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.6% | -8.1% | +0.4% |
| 7D | -7.9% | +3.0% | -10.9% | -8.0% |
| 30D | -4.8% | -40.0% | +35.2% | -4.2% |
| 3M | +8.4% | -47.0% | +55.4% | +9.1% |
| 6M | +12.7% | -21.0% | +33.7% | +10.9% |
| YTD | +41.3% | +48.0% | -6.7% | +35.8% |
| 1Y | +42.3% | +43.9% | -1.6% | +36.5% |
| 3Y | +65.1% | -67.5% | +132.6% | +60.1% |
| All | +65.1% | -68.6% | +133.7% | +60.1% |
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 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