+141.1%
XRT vs FCEL
-99.0%
+240.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -0.5% |
| 7D | -1.4% | +3.9% | -5.3% | -1.8% |
| 30D | +9.8% | -33.1% | +42.9% | +12.1% |
| 3M | +3.3% | -43.0% | +46.2% | +5.8% |
| 6M | +13.6% | -31.3% | +44.9% | +11.8% |
| YTD | +9.1% | +49.8% | -40.7% | 0.0% |
| 1Y | +15.1% | +48.2% | -33.1% | +5.0% |
| 3Y | +59.9% | -64.6% | +124.5% | +51.5% |
| 5Y | -1.7% | -96.7% | +95.0% | +4.4% |
| 10Y | +141.1% | -99.0% | +240.2% | +162.5% |
| All | +141.1% | -99.0% | +240.1% | +162.5% |
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