-99.1%
FCEL vs FIVE
+505.3%
-604.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.4% | -5.0% | -5.7% |
| 7D | +14.8% | +2.4% | +12.3% | +13.5% |
| 30D | -33.9% | +15.8% | -49.7% | -38.7% |
| 3M | -52.7% | +3.8% | -56.5% | -53.9% |
| 6M | -40.0% | +18.5% | -58.6% | -46.1% |
| YTD | +40.2% | +31.2% | +9.0% | +17.5% |
| 1Y | +32.9% | +61.8% | -28.9% | 0.0% |
| 3Y | -66.8% | +39.9% | -106.7% | -75.8% |
| 5Y | -97.0% | +18.3% | -115.3% | -97.6% |
| All | -99.1% | +505.3% | -604.4% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling