-57.4%
FCEL vs FTV
-2.1%
-55.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.8% | +19.6% | +19.3% |
| 7D | +4.0% | -0.4% | +4.4% | +4.2% |
| 30D | -13.1% | -8.3% | -4.8% | -7.9% |
| 3M | +14.6% | -7.4% | +22.0% | +19.1% |
| 6M | +133.7% | -1.2% | +134.9% | +129.9% |
| YTD | +143.0% | +2.7% | +140.3% | +126.4% |
| 1Y | +320.9% | +18.4% | +302.4% | +238.1% |
| All | -57.4% | -2.1% | -55.3% | -59.0% |
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