-97.0%
FCEL vs FIVE
+16.7%
-113.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | -2.8% | +2.7% | -5.5% | -4.0% |
| 30D | -31.6% | +12.7% | -44.3% | -35.6% |
| 3M | -52.4% | +2.1% | -54.5% | -53.1% |
| 6M | -51.4% | +17.5% | -68.9% | -56.0% |
| YTD | +32.4% | +31.0% | +1.5% | +11.1% |
| 1Y | +37.5% | +67.7% | -30.2% | +1.3% |
| 3Y | -69.3% | +43.4% | -112.6% | -76.4% |
| All | -97.0% | +16.7% | -113.7% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling