-62.6%
FCEL vs DVA
+89.4%
-152.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.8% |
| 7D | +6.3% | -0.2% | +6.5% | +6.2% |
| 30D | -18.8% | +1.7% | -20.5% | -19.1% |
| 3M | -3.8% | -8.7% | +4.8% | -3.1% |
| 6M | +121.1% | +19.7% | +101.5% | +112.0% |
| YTD | +113.3% | +59.6% | +53.7% | +88.4% |
| 1Y | +173.5% | +37.1% | +136.4% | +151.6% |
| All | -62.6% | +89.4% | -152.0% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3y: compounded portfolio wealth divided by compounded DVA 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…
3y analysis · Full analysis span regression · 6 months rolling