-99.3%
FCEL vs FTV
+90.8%
-190.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.6% |
| 7D | -15.8% | -4.5% | -11.3% | -12.8% |
| 30D | -29.3% | -7.1% | -22.2% | -25.3% |
| 3M | -30.1% | -7.2% | -23.0% | -27.2% |
| 6M | +74.4% | -1.5% | +75.9% | +73.1% |
| YTD | +104.5% | +3.5% | +101.0% | +90.7% |
| 1Y | +281.4% | +20.3% | +261.0% | +213.6% |
| 3Y | -66.1% | -3.1% | -63.0% | -66.5% |
| 5Y | -91.9% | +2.3% | -94.2% | -92.2% |
| 10Y | -99.2% | +76.3% | -175.5% | -99.5% |
| All | -99.3% | +90.8% | -190.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling