+561.3%
XLP vs FCEL
-99.9%
+661.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -15.3% | +14.5% | -0.4% |
| 7D | +3.5% | -26.7% | +30.2% | +4.2% |
| 30D | +11.6% | -56.8% | +68.3% | +13.8% |
| 3M | +7.6% | -57.8% | +65.4% | +9.6% |
| 6M | +10.0% | -34.1% | +44.1% | +9.2% |
| YTD | +19.7% | +22.2% | -2.4% | +16.0% |
| 1Y | +23.5% | +5.2% | +18.3% | +19.9% |
| 3Y | +44.0% | -76.2% | +120.2% | +41.8% |
| 5Y | +42.7% | -96.7% | +139.4% | +46.4% |
| 10Y | +131.3% | -99.2% | +230.5% | +120.8% |
| All | +561.3% | -99.9% | +661.2% | +456.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling