+640.9%
XLU vs FCEL
-99.8%
+740.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.7% | +5.5% | -0.9% |
| 7D | +0.6% | +15.1% | -14.4% | 0.0% |
| 30D | -0.4% | -16.4% | +16.0% | 0.0% |
| 3M | -1.7% | -5.3% | +3.5% | -2.8% |
| 6M | -7.1% | +124.5% | -131.6% | -12.2% |
| YTD | +1.9% | +126.7% | -124.7% | -4.0% |
| 1Y | +6.1% | +219.9% | -213.8% | -2.2% |
| 3Y | +48.8% | -61.6% | +110.4% | +44.0% |
| 5Y | +43.8% | -90.5% | +134.3% | +43.2% |
| 10Y | +143.2% | -99.1% | +242.3% | +132.2% |
| All | +640.9% | -99.8% | +740.8% | +511.7% |
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