+250.2%
XLI vs FCEL
-99.2%
+349.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | -0.5% |
| 7D | -2.3% | +6.3% | -8.6% | -2.6% |
| 30D | -8.2% | -18.8% | +10.6% | -7.6% |
| 3M | +0.8% | -3.8% | +4.6% | -0.2% |
| 6M | +0.8% | +121.1% | -120.3% | -4.6% |
| YTD | +10.5% | +113.3% | -102.7% | +4.3% |
| 1Y | +14.1% | +173.5% | -159.4% | +5.9% |
| 3Y | +68.6% | -63.9% | +132.5% | +63.7% |
| 5Y | +80.4% | -90.7% | +171.1% | +80.4% |
| All | +250.2% | -99.2% | +349.3% | +267.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling