-73.9%
FCEL vs FN
+80.0%
-153.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -14.2% | -1.0% | -9.1% |
| 7D | -26.7% | -16.0% | -10.7% | -20.7% |
| 30D | -56.8% | -40.1% | -16.6% | -46.1% |
| 3M | -57.8% | -43.9% | -13.9% | -46.4% |
| 6M | -34.1% | -55.6% | +21.5% | -8.6% |
| YTD | +22.2% | -35.7% | +57.8% | +48.4% |
| 1Y | +5.2% | -39.8% | +45.0% | +29.7% |
| All | -73.9% | +80.0% | -153.9% | -84.8% |
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