-99.7%
FCEL vs FIVE
+868.1%
-967.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | -0.2% |
| 7D | -15.8% | +4.3% | -20.1% | -17.3% |
| 30D | -29.3% | +12.5% | -41.8% | -32.8% |
| 3M | -30.1% | +31.2% | -61.4% | -37.9% |
| 6M | +74.4% | +14.4% | +60.1% | +61.1% |
| YTD | +104.5% | +33.9% | +70.6% | +76.4% |
| 1Y | +281.4% | +65.1% | +216.3% | +200.2% |
| 3Y | -66.1% | +49.0% | -115.1% | -74.3% |
| 5Y | -91.9% | +30.3% | -122.2% | -93.5% |
| 10Y | -99.2% | +481.1% | -580.3% | -99.5% |
| All | -99.7% | +868.1% | -967.8% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling