+415.1%
XLF vs FCEL
-99.8%
+514.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +18.8% | -20.2% | -2.9% |
| 7D | +0.2% | +4.0% | -3.8% | -0.4% |
| 30D | -0.5% | -13.1% | +12.5% | +0.1% |
| 3M | +10.6% | +14.6% | -3.9% | +6.4% |
| 6M | +14.3% | +133.7% | -119.4% | +0.8% |
| YTD | +5.5% | +143.0% | -137.4% | -7.9% |
| 1Y | +9.6% | +320.9% | -311.3% | -10.6% |
| 3Y | +75.2% | -58.9% | +134.1% | +61.5% |
| 5Y | +65.5% | -89.7% | +155.2% | +63.1% |
| 10Y | +246.4% | -99.1% | +345.5% | +214.7% |
| All | +415.1% | -99.8% | +514.9% | +313.7% |
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