-61.9%
FCEL vs NYT
+56.2%
-118.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.9% |
| 7D | +6.3% | -0.6% | +6.9% | +6.3% |
| 30D | -26.7% | +4.6% | -31.3% | -26.6% |
| 3M | -10.2% | -9.6% | -0.6% | -10.6% |
| 6M | +123.5% | -14.0% | +137.5% | +123.0% |
| YTD | +117.4% | -2.8% | +120.2% | +111.2% |
| 1Y | +146.0% | +15.6% | +130.4% | +128.9% |
| 3Y | -61.9% | +56.3% | -118.2% | -73.8% |
| All | -61.9% | +56.2% | -118.1% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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