-99.8%
FCEL vs DVA
+5,081.6%
-5,181.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.1% | +20.9% | +19.4% |
| 7D | +4.0% | +2.2% | +1.8% | +3.2% |
| 30D | -13.1% | -2.0% | -11.1% | -12.7% |
| 3M | +14.6% | -6.3% | +20.8% | +15.8% |
| 6M | +133.7% | +19.4% | +114.2% | +118.2% |
| YTD | +143.0% | +58.5% | +84.5% | +106.7% |
| 1Y | +320.9% | +33.9% | +287.0% | +275.0% |
| 3Y | -58.9% | +88.4% | -147.3% | -67.6% |
| 5Y | -89.7% | +39.5% | -129.2% | -91.4% |
| 10Y | -99.1% | +179.5% | -278.5% | -99.4% |
| All | -99.8% | +5,081.6% | -5,181.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling