-99.8%
FCEL vs NTRS
+3,950.4%
-4,050.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.4% | -7.3% | -6.8% |
| 7D | +6.3% | +0.3% | +5.9% | +5.9% |
| 30D | -18.8% | +0.2% | -19.0% | -18.8% |
| 3M | -3.8% | +13.2% | -17.0% | -11.3% |
| 6M | +121.1% | +36.9% | +84.2% | +80.9% |
| YTD | +113.3% | +39.1% | +74.2% | +73.4% |
| 1Y | +173.5% | +50.4% | +123.1% | +113.4% |
| 3Y | -63.9% | +166.8% | -230.7% | -80.5% |
| 5Y | -90.7% | +92.9% | -183.6% | -93.8% |
| 10Y | -99.2% | +255.7% | -354.8% | -99.6% |
| All | -99.8% | +3,950.4% | -4,050.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling