-99.8%
FCEL vs FN
+2,887.5%
-2,987.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +11.7% | -0.2% | +7.1% |
| 7D | -11.3% | 0.0% | -11.2% | -10.9% |
| 30D | -45.8% | -34.3% | -11.5% | -36.2% |
| 3M | -51.0% | -39.9% | -11.1% | -40.7% |
| 6M | -22.3% | -51.8% | +29.5% | +2.8% |
| YTD | +36.2% | -28.1% | +64.3% | +52.9% |
| 1Y | +29.0% | -29.1% | +58.0% | +44.8% |
| 3Y | -70.9% | +102.4% | -173.3% | -79.2% |
| 5Y | -96.3% | +171.7% | -267.9% | -97.7% |
| 10Y | -99.1% | +773.5% | -872.6% | -99.6% |
| All | -99.8% | +2,887.5% | -2,987.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling