+281.4%
FCEL vs FIVE
+66.7%
+214.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +0.5% |
| 7D | -15.8% | +4.3% | -20.1% | -16.8% |
| 30D | -29.3% | +12.5% | -41.8% | -31.5% |
| 3M | -30.1% | +31.2% | -61.4% | -34.2% |
| 6M | +74.4% | +14.4% | +60.1% | +67.5% |
| YTD | +104.5% | +33.9% | +70.6% | +82.3% |
| 1Y | +281.4% | +65.1% | +216.3% | +214.2% |
| All | +281.4% | +66.7% | +214.7% | +214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling