+43.4%
XLK vs FCEL
+269.1%
-225.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | +0.9% | -15.8% | +16.7% | +2.1% |
| 30D | +0.7% | -29.3% | +30.0% | +3.2% |
| 3M | -2.9% | -30.1% | +27.2% | -1.7% |
| 6M | +34.3% | +74.4% | -40.2% | +25.8% |
| YTD | +30.4% | +104.5% | -74.1% | +20.4% |
| 1Y | +43.4% | +281.4% | -238.0% | +28.8% |
| All | +43.4% | +269.1% | -225.8% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling