-99.0%
FCEL vs FIVE
+596.6%
-695.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.6% | +3.0% | +5.8% |
| 7D | +3.0% | +6.2% | -3.1% | 0.0% |
| 30D | -40.0% | +18.2% | -58.2% | -44.9% |
| 3M | -47.0% | +3.8% | -50.9% | -48.3% |
| 6M | -21.0% | +13.7% | -34.7% | -27.9% |
| YTD | +48.0% | +34.7% | +13.3% | +22.4% |
| 1Y | +43.9% | +66.6% | -22.8% | +6.7% |
| 3Y | -67.5% | +44.3% | -111.8% | -76.6% |
| 5Y | -96.7% | +18.8% | -115.4% | -97.4% |
| 10Y | -99.0% | +569.2% | -668.2% | -99.5% |
| All | -99.0% | +596.6% | -695.6% | -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