+44.2%
XLU vs FCEL
-90.6%
+134.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -1.6% | +6.3% | -7.9% | -1.8% |
| 30D | -3.3% | -26.7% | +23.4% | -2.6% |
| 3M | -3.2% | -10.2% | +7.0% | -3.9% |
| 6M | -7.0% | +123.5% | -130.4% | -11.4% |
| YTD | +0.6% | +117.4% | -116.7% | -4.4% |
| 1Y | +2.4% | +146.0% | -143.5% | -3.8% |
| 3Y | +46.3% | -61.9% | +108.1% | +44.0% |
| All | +44.2% | -90.6% | +134.8% | +46.7% |
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 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