-90.7%
FCEL vs FTV
-3.0%
-87.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -3.7% |
| 7D | +6.3% | -5.2% | +11.5% | +11.7% |
| 30D | -18.8% | -11.5% | -7.3% | -9.1% |
| 3M | -3.8% | -9.0% | +5.2% | +2.3% |
| 6M | +121.1% | -2.0% | +123.2% | +117.8% |
| YTD | +113.3% | -0.9% | +114.2% | +100.8% |
| 1Y | +173.5% | +14.8% | +158.7% | +116.5% |
| 3Y | -63.9% | -5.5% | -58.4% | -64.7% |
| 5Y | -90.7% | -1.9% | -88.8% | -91.7% |
| All | -90.7% | -3.0% | -87.7% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling