-98.3%
FCEL vs FND
+57.9%
-156.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.3% | -4.3% |
| 7D | -2.8% | -6.8% | +4.0% | +1.5% |
| 30D | -31.6% | +8.0% | -39.6% | -35.7% |
| 3M | -52.4% | -18.9% | -33.5% | -47.3% |
| 6M | -51.4% | +4.7% | -56.1% | -54.5% |
| YTD | +32.4% | -21.6% | +54.0% | +42.3% |
| 1Y | +37.5% | -22.0% | +59.5% | +47.3% |
| 3Y | -69.3% | -40.4% | -28.8% | -62.3% |
| 5Y | -97.1% | -63.8% | -33.3% | -95.3% |
| All | -98.3% | +57.9% | -156.2% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling