+281.4%
FCEL vs NSC
+20.4%
+261.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +2.0% |
| 7D | -15.8% | -5.5% | -10.3% | -17.1% |
| 30D | -29.3% | -3.2% | -26.1% | -29.7% |
| 3M | -30.1% | +7.7% | -37.8% | -29.1% |
| 6M | +74.4% | +4.5% | +69.9% | +76.7% |
| YTD | +104.5% | +15.6% | +88.9% | +98.9% |
| 1Y | +281.4% | +19.8% | +261.5% | +325.7% |
| All | +281.4% | +20.4% | +261.0% | +325.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling