-70.9%
FCEL vs FN
+101.0%
-171.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +11.7% | -0.2% | +6.3% |
| 7D | -11.3% | 0.0% | -11.2% | -10.9% |
| 30D | -45.8% | -34.3% | -11.5% | -35.0% |
| 3M | -51.0% | -39.9% | -11.1% | -39.7% |
| 6M | -22.3% | -51.8% | +29.5% | +3.7% |
| YTD | +36.2% | -28.1% | +64.3% | +57.8% |
| 1Y | +29.0% | -29.1% | +58.0% | +49.4% |
| 3Y | -70.9% | +102.4% | -173.3% | -83.8% |
| All | -70.9% | +101.0% | -171.9% | -83.8% |
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