+24.3%
XLP vs FCEL
+32.6%
-8.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.0% | +9.3% | +3.2% |
| 7D | +5.9% | -14.9% | +20.7% | +5.5% |
| 30D | +13.5% | -41.7% | +55.1% | +12.2% |
| 3M | +8.4% | -53.2% | +61.6% | +6.9% |
| 6M | +11.5% | -19.0% | +30.6% | +10.6% |
| YTD | +20.6% | +44.2% | -23.5% | +19.5% |
| 1Y | +24.3% | +42.4% | -18.1% | +23.3% |
| All | +24.3% | +32.6% | -8.3% | +23.3% |
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