+135.4%
XLP vs FCEL
-99.1%
+234.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.1% | +0.2% |
| 7D | +2.3% | -8.3% | +10.6% | +2.4% |
| 30D | +9.1% | -43.0% | +52.1% | +9.8% |
| 3M | +7.9% | -48.2% | +56.0% | +8.5% |
| 6M | +9.6% | -25.0% | +34.6% | +8.9% |
| YTD | +19.4% | +40.6% | -21.2% | +17.0% |
| 1Y | +22.4% | +36.0% | -13.6% | +19.8% |
| 3Y | +43.2% | -66.7% | +109.9% | +41.2% |
| 5Y | +42.6% | -96.7% | +139.2% | +44.7% |
| 10Y | +135.4% | -99.0% | +234.5% | +130.6% |
| All | +135.4% | -99.1% | +234.6% | +130.6% |
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