-0.7%
XRT vs FCEL
-90.2%
+89.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +18.8% | -21.0% | -4.0% |
| 7D | -0.3% | +4.0% | -4.2% | -1.0% |
| 30D | -5.6% | -13.1% | +7.4% | -4.9% |
| 3M | +2.5% | +14.6% | -12.0% | -3.0% |
| 6M | +3.7% | +133.7% | -130.0% | -13.8% |
| YTD | +1.0% | +143.0% | -142.0% | -17.5% |
| 1Y | -1.2% | +320.9% | -322.1% | -28.0% |
| 3Y | +43.4% | -58.9% | +102.3% | +36.2% |
| 5Y | -0.7% | -89.7% | +88.9% | +13.5% |
| All | -0.7% | -90.2% | +89.4% | +13.5% |
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 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