-90.6%
FCEL vs NTRA
+172.0%
-262.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +1.5% |
| 7D | +6.3% | +0.2% | +6.1% | +6.0% |
| 30D | -26.7% | +4.1% | -30.8% | -28.2% |
| 3M | -10.2% | +50.0% | -60.2% | -26.0% |
| 6M | +123.5% | +67.3% | +56.2% | +69.3% |
| YTD | +117.4% | +43.6% | +73.8% | +77.0% |
| 1Y | +146.0% | +89.2% | +56.7% | +75.3% |
| 3Y | -61.9% | +502.5% | -564.4% | -85.6% |
| All | -90.6% | +172.0% | -262.6% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling