-95.9%
FCEL vs ROIV
+287.3%
-383.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.6% | +4.0% | +7.1% |
| 7D | +3.0% | +13.3% | -10.3% | -0.9% |
| 30D | -40.0% | +14.8% | -54.7% | -42.4% |
| 3M | -47.0% | +11.9% | -59.0% | -48.5% |
| 6M | -21.0% | +42.4% | -63.4% | -27.6% |
| YTD | +48.0% | +87.4% | -39.4% | +25.3% |
| 1Y | +43.9% | +97.2% | -53.4% | +19.8% |
| 3Y | -67.5% | +375.7% | -443.2% | -77.9% |
| 5Y | -96.7% | +379.0% | -475.7% | -98.1% |
| All | -95.9% | +287.3% | -383.2% | -96.9% |
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