-96.1%
FCEL vs ROIV
+280.9%
-377.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.4% | -1.9% | -4.9% |
| 7D | +14.8% | +9.2% | +5.6% | +11.8% |
| 30D | -33.9% | +19.9% | -53.8% | -37.5% |
| 3M | -52.7% | +10.6% | -63.3% | -53.9% |
| 6M | -40.0% | +36.1% | -76.1% | -44.3% |
| YTD | +40.2% | +84.3% | -44.1% | +19.4% |
| 1Y | +32.9% | +87.6% | -54.6% | +12.4% |
| 3Y | -66.8% | +353.9% | -420.7% | -77.2% |
| 5Y | -97.0% | +376.1% | -473.0% | -98.2% |
| All | -96.1% | +280.9% | -377.0% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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