-62.6%
FCEL vs NUE
+59.2%
-121.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.6% |
| 7D | +6.3% | -2.7% | +8.9% | +7.1% |
| 30D | -18.8% | -6.1% | -12.7% | -17.3% |
| 3M | -3.8% | +2.2% | -6.1% | -6.2% |
| 6M | +121.1% | +50.8% | +70.4% | +82.7% |
| YTD | +113.3% | +57.5% | +55.7% | +73.2% |
| 1Y | +173.5% | +82.5% | +91.0% | +108.7% |
| All | -62.6% | +59.2% | -121.8% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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