-67.5%
FCEL vs FTV
+39.1%
-106.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.4% |
| 7D | +14.8% | +3.7% | +11.1% | +12.0% |
| 30D | -33.9% | +16.8% | -50.7% | -40.4% |
| 3M | -52.7% | +10.4% | -63.1% | -55.7% |
| 6M | -40.0% | +12.8% | -52.8% | -45.3% |
| YTD | +40.2% | +23.3% | +16.9% | +16.4% |
| 1Y | +32.9% | +31.0% | +2.0% | +3.6% |
| All | -67.5% | +39.1% | -106.5% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling