+148.7%
XLK vs FCEL
-90.6%
+239.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | +0.2% | +6.3% | -6.1% | -0.5% |
| 30D | -0.6% | -26.7% | +26.0% | +1.7% |
| 3M | +2.6% | -10.2% | +12.7% | +1.3% |
| 6M | +34.0% | +123.5% | -89.5% | +18.4% |
| YTD | +30.7% | +117.4% | -86.7% | +14.9% |
| 1Y | +39.2% | +146.0% | -106.8% | +18.7% |
| 3Y | +120.4% | -61.9% | +182.3% | +111.5% |
| All | +148.7% | -90.6% | +239.3% | +174.1% |
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