+281.4%
FCEL vs NTRA
+96.0%
+185.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.8% |
| 7D | -15.8% | +0.6% | -16.4% | -16.1% |
| 30D | -29.3% | +19.5% | -48.8% | -34.6% |
| 3M | -30.1% | +47.8% | -77.9% | -39.3% |
| 6M | +74.4% | +61.6% | +12.8% | +41.5% |
| YTD | +104.5% | +43.3% | +61.3% | +78.9% |
| 1Y | +281.4% | +97.0% | +184.3% | +118.1% |
| All | +281.4% | +96.0% | +185.4% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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