+513.3%
XRT vs FCEL
-100.0%
+613.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | +0.8% | -15.8% | +16.6% | +2.2% |
| 30D | -4.2% | -29.3% | +25.1% | -1.7% |
| 3M | +5.1% | -30.1% | +35.2% | +5.1% |
| 6M | +2.4% | +74.4% | -72.0% | -8.2% |
| YTD | +3.2% | +104.5% | -101.3% | -9.5% |
| 1Y | +1.5% | +281.4% | -279.9% | -17.8% |
| 3Y | +40.6% | -66.1% | +106.7% | +32.2% |
| 5Y | -1.0% | -91.9% | +90.9% | +1.7% |
| 10Y | +128.4% | -99.2% | +227.6% | +138.0% |
| All | +513.3% | -100.0% | +613.3% | +588.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling