+28.3%
XLP vs FCEL
-65.9%
+94.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | -1.0% | -15.8% | +14.8% | -1.1% |
| 30D | -0.9% | -29.3% | +28.4% | -1.0% |
| 3M | +3.8% | -30.1% | +34.0% | +3.6% |
| 6M | -1.7% | +74.4% | -76.2% | -2.6% |
| YTD | +10.3% | +104.5% | -94.3% | +9.1% |
| 1Y | +7.8% | +281.4% | -273.6% | +5.7% |
| All | +28.3% | -65.9% | +94.2% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling