-99.2%
FCEL vs BEN
+56.7%
-155.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -4.8% |
| 7D | +6.3% | +0.3% | +5.9% | +6.0% |
| 30D | -18.8% | +0.9% | -19.7% | -19.3% |
| 3M | -3.8% | +9.2% | -13.0% | -9.8% |
| 6M | +121.1% | +36.8% | +84.4% | +70.3% |
| YTD | +113.3% | +44.4% | +68.9% | +55.2% |
| 1Y | +173.5% | +45.8% | +127.7% | +98.2% |
| 3Y | -63.9% | +52.5% | -116.4% | -75.7% |
| 5Y | -90.7% | +37.7% | -128.4% | -92.8% |
| All | -99.2% | +56.7% | -155.8% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BEN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling