+146.0%
FCEL vs NSC
+19.9%
+126.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +1.8% |
| 7D | +6.3% | -2.8% | +9.1% | +5.8% |
| 30D | -26.7% | -4.5% | -22.2% | -27.2% |
| 3M | -10.2% | +3.5% | -13.7% | -9.9% |
| 6M | +123.5% | +8.5% | +115.0% | +114.7% |
| YTD | +117.4% | +12.3% | +105.0% | +105.0% |
| 1Y | +146.0% | +18.9% | +127.0% | +106.8% |
| All | +146.0% | +19.9% | +126.1% | +106.8% |
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