-99.8%
FCEL vs BN
+22,231.8%
-22,331.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | -15.8% | -2.5% | -13.4% | -14.4% |
| 30D | -29.3% | -9.5% | -19.8% | -24.6% |
| 3M | -30.1% | -10.4% | -19.8% | -25.0% |
| 6M | +74.4% | -6.4% | +80.8% | +81.3% |
| YTD | +104.5% | -11.9% | +116.4% | +120.9% |
| 1Y | +281.4% | -8.6% | +290.0% | +307.1% |
| 3Y | -66.1% | +77.6% | -143.7% | -76.7% |
| 5Y | -91.9% | +37.0% | -128.9% | -93.1% |
| 10Y | -99.2% | +266.4% | -365.6% | -99.6% |
| All | -99.8% | +22,231.8% | -22,331.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling