+65.0%
XLF vs FCEL
-91.3%
+156.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | -0.1% |
| 7D | -2.9% | +6.3% | -9.2% | -3.2% |
| 30D | -1.6% | -18.8% | +17.2% | -1.0% |
| 3M | +9.3% | -3.8% | +13.1% | +7.7% |
| 6M | +14.6% | +121.1% | -106.5% | +6.2% |
| YTD | +4.7% | +113.3% | -108.5% | -3.3% |
| 1Y | +8.6% | +173.5% | -164.9% | -2.3% |
| 3Y | +73.9% | -63.9% | +137.8% | +71.0% |
| 5Y | +65.0% | -90.7% | +155.7% | +73.5% |
| All | +65.0% | -91.3% | +156.3% | +73.5% |
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