-62.6%
FCEL vs NTR
+37.3%
-99.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.5% | -3.5% | -4.5% |
| 7D | +6.3% | -2.5% | +8.7% | +7.9% |
| 30D | -18.8% | +17.0% | -35.8% | -26.5% |
| 3M | -3.8% | +22.2% | -26.0% | -16.6% |
| 6M | +121.1% | +5.2% | +116.0% | +109.1% |
| YTD | +113.3% | +29.7% | +83.6% | +73.0% |
| 1Y | +173.5% | +39.4% | +134.1% | +105.4% |
| All | -62.6% | +37.3% | -99.9% | -72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling