+218.0%
XLE vs FCEL
-91.9%
+309.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.9% |
| 7D | +2.2% | -15.8% | +18.0% | +2.8% |
| 30D | +11.8% | -29.3% | +41.1% | +13.0% |
| 3M | +9.8% | -30.1% | +40.0% | +9.7% |
| 6M | +15.6% | +74.4% | -58.9% | +9.0% |
| YTD | +45.3% | +104.5% | -59.3% | +35.3% |
| 1Y | +48.3% | +281.4% | -233.1% | +31.7% |
| 3Y | +55.4% | -66.1% | +121.5% | +52.6% |
| All | +218.0% | -91.9% | +309.9% | +236.1% |
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 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