+160.6%
XOP vs FCEL
-90.4%
+251.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.7% | +7.3% | +1.0% |
| 7D | +1.0% | +15.1% | -14.1% | -0.1% |
| 30D | +10.8% | -16.4% | +27.3% | +11.7% |
| 3M | +19.5% | -5.3% | +24.7% | +16.7% |
| 6M | +21.6% | +124.5% | -102.9% | +7.1% |
| YTD | +55.8% | +126.7% | -70.8% | +36.0% |
| 1Y | +54.6% | +219.9% | -165.2% | +27.7% |
| 3Y | +36.6% | -61.6% | +98.3% | +31.1% |
| 5Y | +160.6% | -90.5% | +251.2% | +188.9% |
| All | +160.6% | -90.4% | +251.0% | +188.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling