-58.9%
FCEL vs FFIV
+141.9%
-200.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.2% | +19.0% | +19.0% |
| 7D | +4.0% | -1.5% | +5.5% | +5.4% |
| 30D | -13.1% | -2.7% | -10.4% | -11.3% |
| 3M | +14.6% | -1.7% | +16.2% | +17.9% |
| 6M | +133.7% | +36.1% | +97.6% | +95.6% |
| YTD | +143.0% | +52.6% | +90.3% | +88.6% |
| 1Y | +320.9% | +21.5% | +299.3% | +278.2% |
| 3Y | -58.9% | +142.7% | -201.6% | -77.0% |
| All | -58.9% | +141.9% | -200.8% | -77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling