-99.1%
FCEL vs BNS
+188.9%
-288.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.2% |
| 7D | +6.3% | -0.4% | +6.7% | +6.6% |
| 30D | -26.7% | +3.5% | -30.1% | -29.9% |
| 3M | -10.2% | +14.1% | -24.2% | -22.8% |
| 6M | +123.5% | +33.8% | +89.7% | +59.4% |
| YTD | +117.4% | +29.5% | +87.9% | +61.8% |
| 1Y | +146.0% | +48.4% | +97.6% | +57.1% |
| 3Y | -61.9% | +129.6% | -191.5% | -84.7% |
| 5Y | -90.5% | +96.1% | -186.6% | -95.4% |
| All | -99.1% | +188.9% | -288.0% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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