+1,117.4%
XLI vs FCEL
-99.9%
+1,217.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -1.1% | -15.8% | +14.8% | 0.0% |
| 30D | -5.9% | -29.3% | +23.3% | -4.0% |
| 3M | -0.3% | -30.1% | +29.9% | 0.0% |
| 6M | +0.1% | +74.4% | -74.3% | -7.4% |
| YTD | +13.6% | +104.5% | -90.9% | +3.3% |
| 1Y | +17.2% | +281.4% | -264.2% | +0.4% |
| 3Y | +68.2% | -66.1% | +134.3% | +60.5% |
| 5Y | +80.7% | -91.9% | +172.6% | +82.6% |
| 10Y | +253.3% | -99.2% | +352.5% | +236.1% |
| All | +1,117.4% | -99.9% | +1,217.3% | +966.4% |
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