-90.7%
FCEL vs NSC
+44.4%
-135.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +6.3% | -1.4% | +7.7% | +7.2% |
| 30D | -18.8% | -3.4% | -15.4% | -17.1% |
| 3M | -3.8% | +5.1% | -8.9% | -8.3% |
| 6M | +121.1% | +9.2% | +111.9% | +101.4% |
| YTD | +113.3% | +13.4% | +99.9% | +88.0% |
| 1Y | +173.5% | +20.8% | +152.7% | +130.2% |
| 3Y | -63.9% | +76.1% | -140.0% | -78.8% |
| 5Y | -90.7% | +45.3% | -136.0% | -93.0% |
| All | -90.7% | +44.4% | -135.0% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling