-99.8%
FCEL vs FFIV
+7,518.9%
-7,618.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -15.8% | -1.0% | -14.9% | -15.6% |
| 30D | -29.3% | -5.1% | -24.2% | -28.1% |
| 3M | -30.1% | -4.5% | -25.7% | -28.5% |
| 6M | +74.4% | +36.5% | +38.0% | +60.8% |
| YTD | +104.5% | +53.0% | +51.5% | +81.9% |
| 1Y | +281.4% | +24.2% | +257.2% | +262.7% |
| 3Y | -66.1% | +137.2% | -203.3% | -73.5% |
| 5Y | -91.9% | +91.8% | -183.6% | -93.1% |
| 10Y | -99.2% | +215.2% | -314.4% | -99.4% |
| All | -99.8% | +7,518.9% | -7,618.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling