-96.7%
FCEL vs FN
+194.7%
-291.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.8% | -0.2% | -2.8% |
| 7D | -8.3% | -4.1% | -4.2% | -6.1% |
| 30D | -43.0% | -28.3% | -14.7% | -33.7% |
| 3M | -48.2% | -33.9% | -14.3% | -38.1% |
| 6M | -25.0% | -43.9% | +18.9% | -3.4% |
| YTD | +40.6% | -23.4% | +64.1% | +56.8% |
| 1Y | +36.0% | -25.4% | +61.4% | +52.4% |
| 3Y | -66.7% | +107.9% | -174.6% | -77.9% |
| 5Y | -96.7% | +195.1% | -291.7% | -98.3% |
| All | -96.7% | +194.7% | -291.4% | -98.3% |
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