+3,072.9%
XOM vs FCEL
-99.7%
+3,172.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +18.8% | -18.0% | -0.1% |
| 7D | -2.4% | +4.0% | -6.3% | -2.7% |
| 30D | +5.7% | -13.1% | +18.7% | +6.0% |
| 3M | +6.6% | +14.6% | -8.0% | +4.1% |
| 6M | +7.7% | +133.7% | -126.0% | +0.1% |
| YTD | +36.2% | +143.0% | -106.8% | +25.8% |
| 1Y | +50.5% | +320.9% | -270.4% | +33.6% |
| 3Y | +53.4% | -58.9% | +112.2% | +46.3% |
| 5Y | +254.2% | -89.7% | +343.8% | +250.7% |
| 10Y | +177.9% | -99.1% | +277.0% | +163.5% |
| All | +3,072.9% | -99.7% | +3,172.7% | +2,867.8% |
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 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