-97.3%
FCEL vs FND
+54.9%
-152.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.4% | -5.0% |
| 7D | +6.3% | -5.1% | +11.4% | +9.1% |
| 30D | -18.8% | -22.5% | +3.7% | -6.4% |
| 3M | -3.8% | -5.0% | +1.2% | -4.2% |
| 6M | +121.1% | -21.5% | +142.7% | +142.2% |
| YTD | +113.3% | -23.0% | +136.3% | +135.2% |
| 1Y | +173.5% | -44.9% | +218.4% | +266.1% |
| 3Y | -63.9% | -50.0% | -13.9% | -50.2% |
| 5Y | -90.7% | -63.3% | -27.3% | -84.7% |
| All | -97.3% | +54.9% | -152.2% | -97.5% |
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