-97.4%
FCEL vs FND
+66.0%
-163.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.9% |
| 7D | -15.8% | -5.2% | -10.6% | -13.3% |
| 30D | -29.3% | -19.9% | -9.4% | -19.8% |
| 3M | -30.1% | +2.7% | -32.9% | -32.7% |
| 6M | +74.4% | -21.7% | +96.1% | +92.8% |
| YTD | +104.5% | -17.5% | +122.0% | +117.5% |
| 1Y | +281.4% | -39.3% | +320.7% | +382.4% |
| 3Y | -66.1% | -49.8% | -16.3% | -53.0% |
| 5Y | -91.9% | -60.1% | -31.8% | -87.2% |
| All | -97.4% | +66.0% | -163.5% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling