+54.8%
XOP vs FCEL
-99.2%
+154.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.2% | +0.6% |
| 7D | +1.6% | +6.3% | -4.6% | +1.1% |
| 30D | +9.6% | -18.8% | +28.4% | +10.6% |
| 3M | +16.9% | -3.8% | +20.8% | +14.5% |
| 6M | +24.0% | +121.1% | -97.1% | +11.9% |
| YTD | +56.2% | +113.3% | -57.1% | +40.5% |
| 1Y | +51.8% | +173.5% | -121.7% | +32.1% |
| 3Y | +37.0% | -63.9% | +100.9% | +29.5% |
| 5Y | +163.4% | -90.7% | +254.1% | +164.6% |
| All | +54.8% | -99.2% | +154.0% | +88.7% |
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 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