+158.5%
TRV vs FCEL
-91.3%
+249.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.5% | +0.5% |
| 7D | -1.5% | +6.3% | -7.7% | -1.5% |
| 30D | -1.8% | -18.8% | +17.0% | -1.8% |
| 3M | +21.6% | -3.8% | +25.4% | +21.3% |
| 6M | +22.5% | +121.1% | -98.7% | +21.2% |
| YTD | +28.1% | +113.3% | -85.1% | +26.7% |
| 1Y | +37.0% | +173.5% | -136.5% | +35.0% |
| 3Y | +141.9% | -63.9% | +205.8% | +141.2% |
| 5Y | +158.5% | -90.7% | +249.2% | +155.9% |
| All | +158.5% | -91.3% | +249.8% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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