-90.6%
FCEL vs NTR
+45.7%
-136.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +6.3% | -1.3% | +7.6% | +7.3% |
| 30D | -26.7% | +16.8% | -43.4% | -33.6% |
| 3M | -10.2% | +20.7% | -30.9% | -21.5% |
| 6M | +123.5% | +0.5% | +123.0% | +117.2% |
| YTD | +117.4% | +29.2% | +88.2% | +79.4% |
| 1Y | +146.0% | +39.6% | +106.4% | +89.9% |
| 3Y | -61.9% | +37.9% | -99.8% | -70.8% |
| All | -90.6% | +45.7% | -136.3% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling