+146.0%
FCEL vs NTR
+39.1%
+106.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +6.3% | -1.3% | +7.6% | +6.5% |
| 30D | -26.7% | +16.8% | -43.4% | -28.5% |
| 3M | -10.2% | +20.7% | -30.9% | -13.5% |
| 6M | +123.5% | +0.5% | +123.0% | +124.4% |
| YTD | +117.4% | +29.2% | +88.2% | +110.8% |
| 1Y | +146.0% | +39.6% | +106.4% | +144.6% |
| All | +146.0% | +39.1% | +106.9% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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