-99.1%
FCEL vs FTV
+80.7%
-179.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +6.3% | -4.0% | +10.2% | +9.7% |
| 30D | -26.7% | -11.0% | -15.7% | -19.8% |
| 3M | -10.2% | -8.4% | -1.8% | -5.7% |
| 6M | +123.5% | -2.6% | +126.0% | +123.2% |
| YTD | +117.4% | -0.6% | +118.0% | +108.8% |
| 1Y | +146.0% | +11.0% | +135.0% | +114.8% |
| 3Y | -61.9% | -6.3% | -55.6% | -61.4% |
| 5Y | -90.5% | -1.5% | -89.0% | -90.6% |
| All | -99.1% | +80.7% | -179.9% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling