-99.1%
FCEL vs BN
+290.8%
-390.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -4.0% |
| 7D | -2.8% | -1.0% | -1.8% | -1.6% |
| 30D | -31.6% | +14.0% | -45.6% | -40.7% |
| 3M | -52.4% | -9.0% | -43.4% | -48.4% |
| 6M | -51.4% | -8.8% | -42.6% | -47.1% |
| YTD | +32.4% | -10.3% | +42.7% | +42.9% |
| 1Y | +37.5% | -5.8% | +43.3% | +41.5% |
| 3Y | -69.3% | +94.8% | -164.0% | -85.4% |
| 5Y | -97.1% | +31.5% | -128.6% | -97.9% |
| All | -99.1% | +290.8% | -390.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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