-96.9%
FCEL vs FN
+170.4%
-267.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +11.7% | -0.2% | +6.2% |
| 7D | -11.3% | 0.0% | -11.2% | -10.9% |
| 30D | -45.8% | -34.3% | -11.5% | -34.5% |
| 3M | -51.0% | -39.9% | -11.1% | -39.1% |
| 6M | -22.3% | -51.8% | +29.5% | +6.0% |
| YTD | +36.2% | -28.1% | +64.3% | +56.2% |
| 1Y | +29.0% | -29.1% | +58.0% | +47.9% |
| 3Y | -70.9% | +102.4% | -173.3% | -80.5% |
| All | -96.9% | +170.4% | -267.3% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling