-62.6%
FCEL vs NTRA
+502.5%
-565.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.7% | -5.4% |
| 7D | +6.3% | -0.5% | +6.7% | +6.4% |
| 30D | -18.8% | +4.3% | -23.1% | -20.4% |
| 3M | -3.8% | +50.6% | -54.5% | -19.2% |
| 6M | +121.1% | +63.9% | +57.2% | +73.5% |
| YTD | +113.3% | +42.4% | +70.9% | +78.7% |
| 1Y | +173.5% | +92.1% | +81.4% | +98.6% |
| All | -62.6% | +502.5% | -565.1% | -87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling