-99.9%
FCEL vs FFIV
+5,965.2%
-6,065.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.3% | +11.8% | +11.6% |
| 7D | -11.2% | -8.1% | -3.1% | -8.6% |
| 30D | -45.8% | -33.4% | -12.4% | -38.9% |
| 3M | -51.0% | -24.7% | -26.2% | -46.7% |
| 6M | -22.2% | -8.8% | -13.4% | -19.6% |
| YTD | +36.3% | +21.8% | +14.5% | +29.4% |
| 1Y | +29.0% | +25.3% | +3.7% | +21.7% |
| 3Y | -70.9% | +101.2% | -172.0% | -76.1% |
| 5Y | -96.3% | +40.2% | -136.5% | -96.6% |
| 10Y | -99.1% | +129.0% | -228.1% | -99.2% |
| All | -99.9% | +5,965.2% | -6,065.1% | -100.0% |
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 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