+14.7%
XLF vs FCEL
+32.6%
-17.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.0% | +9.5% | +3.6% |
| 7D | +5.5% | -14.9% | +20.3% | +5.6% |
| 30D | +9.9% | -41.7% | +51.5% | +10.3% |
| 3M | +2.6% | -53.2% | +55.8% | +3.2% |
| 6M | +15.6% | -19.0% | +34.6% | +13.9% |
| YTD | +9.4% | +44.2% | -34.8% | +4.6% |
| 1Y | +14.7% | +42.4% | -27.7% | +9.0% |
| All | +14.7% | +32.6% | -17.9% | +9.0% |
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