+320.9%
FCEL vs FIVE
+65.4%
+255.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.7% | +18.1% | +18.6% |
| 7D | +4.0% | +3.7% | +0.3% | +3.0% |
| 30D | -13.1% | +4.0% | -17.0% | -14.1% |
| 3M | +14.6% | +36.2% | -21.7% | +6.6% |
| 6M | +133.7% | +18.0% | +115.7% | +120.7% |
| YTD | +143.0% | +34.9% | +108.1% | +115.6% |
| 1Y | +320.9% | +67.9% | +252.9% | +247.2% |
| All | +320.9% | +65.4% | +255.5% | +247.2% |
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