-99.1%
FCEL vs BN
+297.2%
-396.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -5.4% |
| 7D | +14.8% | -0.3% | +15.1% | +15.2% |
| 30D | -33.9% | +13.6% | -47.4% | -42.4% |
| 3M | -52.7% | -6.7% | -46.0% | -50.1% |
| 6M | -40.0% | -9.0% | -31.0% | -34.9% |
| YTD | +40.2% | -8.8% | +49.0% | +48.9% |
| 1Y | +32.9% | -10.6% | +43.6% | +44.4% |
| 3Y | -66.8% | +98.8% | -165.6% | -84.5% |
| 5Y | -97.0% | +33.6% | -130.6% | -97.8% |
| All | -99.1% | +297.2% | -396.3% | -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