-99.0%
FCEL vs FN
+837.6%
-936.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +11.9% | -3.2% | +3.0% |
| 7D | +3.0% | +16.3% | -13.2% | -3.8% |
| 30D | -40.0% | -24.7% | -15.2% | -31.0% |
| 3M | -47.0% | -34.9% | -12.1% | -35.4% |
| 6M | -21.0% | -41.1% | +20.1% | +1.9% |
| YTD | +48.0% | -19.6% | +67.6% | +60.2% |
| 1Y | +43.9% | -18.5% | +62.4% | +53.9% |
| 3Y | -67.5% | +119.1% | -186.6% | -81.0% |
| 5Y | -96.7% | +206.9% | -303.6% | -98.5% |
| 10Y | -99.0% | +826.4% | -925.4% | -99.7% |
| All | -99.0% | +837.6% | -936.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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