-99.6%
FCEL vs NTRA
+1,735.1%
-1,834.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -7.3% |
| 7D | +15.1% | +1.6% | +13.5% | +14.4% |
| 30D | -16.4% | +3.8% | -20.2% | -17.4% |
| 3M | -5.3% | +48.2% | -53.5% | -15.6% |
| 6M | +124.5% | +61.0% | +63.6% | +91.9% |
| YTD | +126.7% | +44.2% | +82.5% | +100.0% |
| 1Y | +219.9% | +87.3% | +132.6% | +161.8% |
| 3Y | -61.6% | +509.4% | -571.1% | -77.9% |
| 5Y | -90.5% | +175.1% | -265.6% | -93.9% |
| 10Y | -99.1% | +3,203.1% | -3,302.2% | -99.6% |
| All | -99.6% | +1,735.1% | -1,834.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling