-97.4%
FCEL vs NTR
+103.7%
-201.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.8% | -6.7% |
| 7D | +15.1% | +0.5% | +14.5% | +14.8% |
| 30D | -16.4% | +21.7% | -38.2% | -27.2% |
| 3M | -5.3% | +22.8% | -28.0% | -19.1% |
| 6M | +124.5% | +8.2% | +116.3% | +106.2% |
| YTD | +126.7% | +32.9% | +93.8% | +80.5% |
| 1Y | +219.9% | +45.3% | +174.5% | +135.5% |
| 3Y | -61.6% | +41.7% | -103.3% | -71.4% |
| 5Y | -90.5% | +49.8% | -140.3% | -93.8% |
| All | -97.4% | +103.7% | -201.0% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling