+192.9%
XOM vs FCEL
-99.1%
+292.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.4% |
| 7D | +4.1% | +6.3% | -2.2% | +3.8% |
| 30D | +4.6% | -26.7% | +31.3% | +5.4% |
| 3M | +14.0% | -10.2% | +24.1% | +13.1% |
| 6M | +11.0% | +123.5% | -112.5% | +5.8% |
| YTD | +40.7% | +117.4% | -76.7% | +33.9% |
| 1Y | +52.3% | +146.0% | -93.7% | +43.4% |
| 3Y | +60.5% | -61.9% | +122.4% | +56.0% |
| 5Y | +266.4% | -90.5% | +356.9% | +265.5% |
| All | +192.9% | -99.1% | +292.1% | +207.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling