+42.0%
XLP vs FCEL
-96.5%
+138.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.5% | -12.8% | -1.3% |
| 7D | +0.7% | -11.2% | +12.0% | +0.8% |
| 30D | +10.3% | -45.8% | +56.0% | +10.5% |
| 3M | +6.5% | -51.0% | +57.5% | +6.8% |
| 6M | +8.4% | -22.2% | +30.6% | +7.3% |
| YTD | +18.2% | +36.3% | -18.1% | +15.5% |
| 1Y | +22.4% | +29.0% | -6.6% | +19.5% |
| 3Y | +41.9% | -70.9% | +112.8% | +41.0% |
| All | +42.0% | -96.5% | +138.5% | +45.5% |
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