-65.4%
FCEL vs FN
+158.4%
-223.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +0.7% |
| 7D | -15.8% | -1.7% | -14.1% | -15.2% |
| 30D | -29.3% | -22.0% | -7.3% | -22.6% |
| 3M | -30.1% | -43.0% | +12.9% | -14.6% |
| 6M | +74.4% | -27.7% | +102.2% | +96.7% |
| YTD | +104.5% | -10.5% | +115.0% | +113.2% |
| 1Y | +281.4% | +12.5% | +268.9% | +272.6% |
| All | -65.4% | +158.4% | -223.8% | -80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling