-95.8%
FCEL vs ROIV
+298.6%
-394.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.6% | +4.9% | +6.0% |
| 7D | +3.9% | +9.5% | -5.6% | +1.2% |
| 30D | -33.1% | +21.0% | -54.1% | -37.0% |
| 3M | -43.0% | +18.7% | -61.7% | -45.6% |
| 6M | -31.3% | +44.5% | -75.8% | -37.4% |
| YTD | +49.8% | +92.9% | -43.1% | +25.6% |
| 1Y | +48.2% | +100.2% | -52.1% | +22.7% |
| 3Y | -64.6% | +375.0% | -439.6% | -76.0% |
| 5Y | -96.7% | +435.2% | -531.9% | -98.1% |
| All | -95.8% | +298.6% | -394.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling