+42.4%
FCEL vs NTRA
+99.0%
-56.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.6% | -6.2% |
| 7D | -14.9% | -7.9% | -7.0% | -12.4% |
| 30D | -41.7% | -8.1% | -33.5% | -40.1% |
| 3M | -53.2% | +42.1% | -95.3% | -58.0% |
| 6M | -19.0% | +84.8% | -103.9% | -30.8% |
| YTD | +44.2% | +70.7% | -26.5% | +24.8% |
| 1Y | +42.4% | +99.0% | -56.6% | +6.3% |
| All | +42.4% | +99.0% | -56.6% | +6.3% |
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