+41.9%
XLP vs FCEL
-74.5%
+116.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.5% | -12.8% | -1.2% |
| 7D | +0.7% | -11.2% | +12.0% | +0.7% |
| 30D | +10.3% | -45.8% | +56.0% | +9.8% |
| 3M | +6.5% | -51.0% | +57.5% | +6.1% |
| 6M | +8.4% | -22.2% | +30.6% | +7.7% |
| YTD | +18.2% | +36.3% | -18.1% | +17.0% |
| 1Y | +22.4% | +29.0% | -6.6% | +21.2% |
| 3Y | +41.9% | -70.9% | +112.8% | +40.9% |
| All | +41.9% | -74.5% | +116.4% | +40.9% |
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