-99.8%
FCEL vs FIVE
+822.5%
-922.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.4% | +11.9% | +11.7% |
| 7D | -11.2% | -0.3% | -11.0% | -11.2% |
| 30D | -45.8% | +17.7% | -63.4% | -49.5% |
| 3M | -51.0% | +4.0% | -55.0% | -52.0% |
| 6M | -22.2% | +2.6% | -24.9% | -24.6% |
| YTD | +36.3% | +27.6% | +8.7% | +19.5% |
| 1Y | +29.0% | +59.9% | -30.9% | +3.0% |
| 3Y | -70.9% | +35.8% | -106.6% | -77.2% |
| 5Y | -96.3% | +14.4% | -110.7% | -96.9% |
| 10Y | -99.1% | +576.1% | -675.2% | -99.5% |
| All | -99.8% | +822.5% | -922.2% | -99.9% |
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