+8.4%
XLP vs FCEL
-26.8%
+35.2%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.5% | -12.8% | -0.8% |
| 7D | +0.7% | -11.3% | +12.0% | +0.4% |
| 30D | +10.3% | -45.8% | +56.1% | +8.1% |
| 3M | +6.5% | -51.0% | +57.5% | +4.3% |
| 6M | +8.4% | -22.3% | +30.7% | +7.4% |
| All | +8.4% | -26.8% | +35.2% | +7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling