-99.8%
FCEL vs NSC
+3,413.5%
-3,513.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.6% |
| 7D | -15.8% | -5.5% | -10.3% | -12.9% |
| 30D | -29.3% | -3.2% | -26.1% | -28.0% |
| 3M | -30.1% | +7.7% | -37.8% | -34.0% |
| 6M | +74.4% | +4.5% | +69.9% | +66.4% |
| YTD | +104.5% | +15.6% | +88.9% | +83.1% |
| 1Y | +281.4% | +19.8% | +261.5% | +234.4% |
| 3Y | -66.1% | +70.1% | -136.2% | -76.2% |
| 5Y | -91.9% | +46.1% | -138.0% | -93.7% |
| 10Y | -99.2% | +328.1% | -427.3% | -99.7% |
| All | -99.8% | +3,413.5% | -3,513.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling