-90.6%
FCEL vs NTRS
+93.2%
-183.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.0% |
| 7D | +6.3% | +1.4% | +4.9% | +4.8% |
| 30D | -26.7% | -0.7% | -26.0% | -26.3% |
| 3M | -10.2% | +11.3% | -21.5% | -18.8% |
| 6M | +123.5% | +35.5% | +88.0% | +69.5% |
| YTD | +117.4% | +40.6% | +76.8% | +59.9% |
| 1Y | +146.0% | +49.2% | +96.8% | +73.0% |
| 3Y | -61.9% | +167.2% | -229.1% | -84.7% |
| All | -90.6% | +93.2% | -183.8% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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