+42.7%
XLP vs FCEL
-97.0%
+139.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | -0.4% |
| 7D | -0.2% | +14.8% | -15.0% | -0.2% |
| 30D | +8.2% | -33.9% | +42.0% | +8.3% |
| 3M | +7.7% | -52.7% | +60.4% | +8.0% |
| 6M | +9.3% | -40.0% | +49.3% | +8.7% |
| YTD | +19.5% | +40.2% | -20.7% | +16.7% |
| 1Y | +21.0% | +32.9% | -11.9% | +18.1% |
| 3Y | +43.2% | -66.8% | +110.1% | +41.7% |
| 5Y | +42.7% | -97.0% | +139.7% | +47.5% |
| All | +42.7% | -97.0% | +139.7% | +47.5% |
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