-90.5%
FCEL vs FFIV
+100.0%
-190.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.9% | -10.6% | -10.1% |
| 7D | +15.1% | +3.5% | +11.6% | +11.2% |
| 30D | -16.4% | -1.3% | -15.1% | -15.7% |
| 3M | -5.3% | +2.4% | -7.6% | -6.2% |
| 6M | +124.5% | +41.8% | +82.7% | +69.3% |
| YTD | +126.7% | +58.5% | +68.2% | +53.7% |
| 1Y | +219.9% | +24.3% | +195.5% | +168.4% |
| 3Y | -61.6% | +152.0% | -213.7% | -84.2% |
| 5Y | -90.5% | +99.1% | -189.6% | -95.0% |
| All | -90.5% | +100.0% | -190.5% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling