-99.8%
FCEL vs BEN
+3,028.0%
-3,127.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +3.9% | +7.2% | -3.3% | +0.1% |
| 30D | -33.1% | +14.1% | -47.2% | -38.1% |
| 3M | -43.0% | +9.9% | -52.9% | -45.9% |
| 6M | -31.3% | +17.4% | -48.7% | -36.8% |
| YTD | +49.8% | +57.3% | -7.5% | +13.1% |
| 1Y | +48.2% | +66.9% | -18.8% | +7.9% |
| 3Y | -64.6% | +85.7% | -150.2% | -76.4% |
| 5Y | -96.7% | +31.2% | -127.9% | -97.1% |
| 10Y | -99.0% | +61.0% | -160.1% | -99.3% |
| All | -99.8% | +3,028.0% | -3,127.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling