-2.1%
XRT vs FCEL
-96.7%
+94.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.6% | -5.0% | +2.8% |
| 7D | +2.5% | +3.0% | -0.6% | +1.9% |
| 30D | +10.3% | -40.0% | +50.3% | +15.2% |
| 3M | +2.4% | -47.0% | +49.4% | +7.0% |
| 6M | +10.0% | -21.0% | +31.0% | +4.0% |
| YTD | +9.5% | +48.0% | -38.5% | -7.5% |
| 1Y | +17.2% | +43.9% | -26.7% | -1.8% |
| 3Y | +62.0% | -67.5% | +129.5% | +53.1% |
| 5Y | -2.1% | -96.7% | +94.6% | +32.1% |
| All | -2.1% | -96.7% | +94.6% | +32.1% |
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