-99.1%
FCEL vs FFIV
+239.4%
-338.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.9% | -10.6% | -9.7% |
| 7D | +15.1% | +3.5% | +11.6% | +11.7% |
| 30D | -16.4% | -1.3% | -15.1% | -15.8% |
| 3M | -5.3% | +2.4% | -7.6% | -6.0% |
| 6M | +124.5% | +41.8% | +82.7% | +75.1% |
| YTD | +126.7% | +58.5% | +68.2% | +61.1% |
| 1Y | +219.9% | +24.3% | +195.5% | +174.3% |
| 3Y | -61.6% | +152.0% | -213.7% | -81.5% |
| 5Y | -90.5% | +99.1% | -189.6% | -94.5% |
| 10Y | -99.1% | +242.8% | -341.9% | -99.6% |
| All | -99.1% | +239.4% | -338.5% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling