+891.0%
XLV vs FCEL
-99.8%
+990.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.4% | -0.3% |
| 7D | -4.4% | +6.3% | -10.7% | -4.7% |
| 30D | -1.4% | -18.8% | +17.4% | -0.8% |
| 3M | +8.9% | -3.8% | +12.7% | +7.4% |
| 6M | +9.1% | +121.1% | -112.0% | +2.3% |
| YTD | +7.9% | +113.3% | -105.3% | +0.9% |
| 1Y | +22.7% | +173.5% | -150.8% | +12.4% |
| 3Y | +31.9% | -63.9% | +95.8% | +27.1% |
| 5Y | +34.9% | -90.7% | +125.6% | +34.2% |
| 10Y | +173.9% | -99.2% | +273.0% | +162.1% |
| All | +891.0% | -99.8% | +990.9% | +725.1% |
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