-99.1%
FCEL vs FIVE
+475.1%
-574.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.7% | +18.1% | +18.4% |
| 7D | +4.0% | +3.7% | +0.3% | +2.2% |
| 30D | -13.1% | +4.0% | -17.0% | -14.8% |
| 3M | +14.6% | +36.2% | -21.7% | -2.9% |
| 6M | +133.7% | +18.0% | +115.7% | +108.1% |
| YTD | +143.0% | +34.9% | +108.1% | +101.5% |
| 1Y | +320.9% | +67.9% | +252.9% | +210.0% |
| 3Y | -58.9% | +57.3% | -116.2% | -71.8% |
| 5Y | -89.7% | +39.5% | -129.2% | -92.4% |
| 10Y | -99.1% | +496.4% | -595.5% | -99.6% |
| All | -99.1% | +475.1% | -574.1% | -99.6% |
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