-70.9%
FCEL vs FFIV
+102.2%
-173.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.3% | +11.8% | +11.7% |
| 7D | -11.2% | -8.1% | -3.1% | -5.1% |
| 30D | -45.8% | -33.4% | -12.4% | -29.1% |
| 3M | -51.0% | -24.7% | -26.2% | -41.6% |
| 6M | -22.2% | -8.8% | -13.4% | -17.2% |
| YTD | +36.3% | +21.8% | +14.5% | +20.9% |
| 1Y | +29.0% | +25.3% | +3.7% | +12.9% |
| 3Y | -70.9% | +101.2% | -172.0% | -84.7% |
| All | -70.9% | +102.2% | -173.1% | -84.7% |
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