-67.5%
FCEL vs FIVE
+40.2%
-107.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.4% | -5.0% | -5.9% |
| 7D | +14.8% | +2.4% | +12.3% | +13.9% |
| 30D | -33.9% | +15.8% | -49.7% | -37.0% |
| 3M | -52.7% | +3.8% | -56.5% | -53.4% |
| 6M | -40.0% | +18.5% | -58.6% | -43.8% |
| YTD | +40.2% | +31.2% | +9.0% | +25.5% |
| 1Y | +32.9% | +61.8% | -28.9% | +10.8% |
| All | -67.5% | +40.2% | -107.7% | -75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling