-91.7%
FCEL vs FN
+289.0%
-380.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +0.6% |
| 7D | -15.8% | -1.7% | -14.1% | -15.1% |
| 30D | -29.3% | -22.0% | -7.3% | -22.3% |
| 3M | -30.1% | -43.0% | +12.9% | -13.2% |
| 6M | +74.4% | -27.7% | +102.2% | +97.2% |
| YTD | +104.5% | -10.5% | +115.0% | +110.8% |
| 1Y | +281.4% | +12.5% | +268.9% | +261.2% |
| 3Y | -66.1% | +153.8% | -219.9% | -79.7% |
| All | -91.7% | +289.0% | -380.7% | -96.3% |
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