+9.1%
XLF vs FCEL
+269.1%
-260.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | 0.0% | -15.8% | +15.8% | +0.2% |
| 30D | +0.2% | -29.3% | +29.5% | +0.6% |
| 3M | +11.7% | -30.1% | +41.9% | +11.4% |
| 6M | +13.8% | +74.4% | -60.7% | +9.6% |
| YTD | +7.0% | +104.5% | -97.5% | +2.1% |
| 1Y | +9.1% | +281.4% | -272.2% | +2.4% |
| All | +9.1% | +269.1% | -260.0% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling