+74.2%
XLF vs FCEL
-62.7%
+136.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.6% |
| 7D | -1.5% | +6.3% | -7.8% | -1.6% |
| 30D | -1.2% | -26.7% | +25.5% | -0.6% |
| 3M | +9.2% | -10.2% | +19.4% | +8.5% |
| 6M | +16.3% | +123.5% | -107.2% | +11.6% |
| YTD | +5.4% | +117.4% | -111.9% | +0.9% |
| 1Y | +7.6% | +146.0% | -138.4% | +2.1% |
| 3Y | +74.2% | -61.9% | +136.1% | +71.6% |
| All | +74.2% | -62.7% | +136.9% | +71.6% |
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