+48.2%
FCEL vs FN
-19.6%
+67.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.9% | +0.6% | +2.8% |
| 7D | +3.9% | +8.0% | -4.1% | -0.6% |
| 30D | -33.1% | -19.1% | -14.0% | -24.1% |
| 3M | -43.0% | -29.8% | -13.1% | -30.9% |
| 6M | -31.3% | -43.2% | +11.9% | -7.7% |
| YTD | +49.8% | -18.9% | +68.7% | +66.6% |
| 1Y | +48.2% | -17.9% | +66.0% | +57.4% |
| All | +48.2% | -19.6% | +67.7% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling