-99.8%
FCEL vs FCUV
-95.6%
-4.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -65.2% | +84.0% | +19.0% |
| 7D | +4.0% | -47.9% | +51.9% | +3.9% |
| 30D | -13.1% | +13.7% | -26.7% | -13.4% |
| 3M | +14.6% | +97.0% | -82.4% | +11.7% |
| 6M | +133.7% | -66.1% | +199.8% | +130.8% |
| YTD | +143.0% | -81.8% | +224.7% | +141.5% |
| 1Y | +320.9% | -93.3% | +414.1% | +322.6% |
| 3Y | -58.9% | -99.2% | +40.3% | -58.7% |
| 5Y | -89.7% | -99.9% | +10.2% | -89.5% |
| 10Y | -99.1% | -98.5% | -0.5% | -99.1% |
| All | -99.8% | -95.6% | -4.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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