+1,024.7%
XLE vs FCEL
-99.9%
+1,124.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | +2.2% | -15.8% | +18.0% | +3.3% |
| 30D | +11.8% | -29.3% | +41.1% | +14.1% |
| 3M | +9.8% | -30.1% | +40.0% | +9.7% |
| 6M | +15.6% | +74.4% | -58.9% | +5.6% |
| YTD | +45.3% | +104.5% | -59.3% | +30.4% |
| 1Y | +48.3% | +281.4% | -233.1% | +24.6% |
| 3Y | +55.4% | -66.1% | +121.5% | +46.6% |
| 5Y | +216.1% | -91.9% | +308.0% | +217.3% |
| 10Y | +178.4% | -99.2% | +277.6% | +163.6% |
| All | +1,024.7% | -99.9% | +1,124.6% | +983.7% |
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