+33.6%
XLY vs FCEL
-62.7%
+96.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.8% |
| 7D | -1.7% | +6.3% | -8.0% | -2.0% |
| 30D | -4.2% | -26.7% | +22.5% | -3.1% |
| 3M | -2.7% | -10.2% | +7.5% | -3.7% |
| 6M | -0.6% | +123.5% | -124.1% | -7.6% |
| YTD | -5.0% | +117.4% | -122.4% | -12.0% |
| 1Y | -4.1% | +146.0% | -150.1% | -12.5% |
| 3Y | +33.6% | -61.9% | +95.5% | +30.7% |
| All | +33.6% | -62.7% | +96.3% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling