+35.9%
XOP vs FCEL
-59.7%
+95.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +18.8% | -17.1% | +1.0% |
| 7D | +0.6% | +4.0% | -3.4% | +0.4% |
| 30D | +16.5% | -13.1% | +29.6% | +16.9% |
| 3M | +15.7% | +14.6% | +1.1% | +13.1% |
| 6M | +19.2% | +133.7% | -114.5% | +10.2% |
| YTD | +55.0% | +143.0% | -88.0% | +42.3% |
| 1Y | +54.2% | +320.9% | -266.7% | +35.2% |
| 3Y | +35.9% | -58.9% | +94.8% | +31.6% |
| All | +35.9% | -59.7% | +95.6% | +31.6% |
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