-90.7%
FCEL vs DVA
+40.8%
-131.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.7% |
| 7D | +6.3% | -0.2% | +6.5% | +6.2% |
| 30D | -18.8% | +1.7% | -20.5% | -19.2% |
| 3M | -3.8% | -8.7% | +4.8% | -2.6% |
| 6M | +121.1% | +19.7% | +101.5% | +108.2% |
| YTD | +113.3% | +59.6% | +53.7% | +82.6% |
| 1Y | +173.5% | +37.1% | +136.4% | +144.8% |
| 3Y | -63.9% | +89.8% | -153.7% | -72.1% |
| 5Y | -90.7% | +47.4% | -138.0% | -92.6% |
| All | -90.7% | +40.8% | -131.5% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling