+1,119.4%
NBIS vs FCEL
+79.4%
+1,040.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +18.8% | -11.1% | +1.7% |
| 7D | +22.2% | +4.0% | +18.2% | +19.6% |
| 30D | +29.7% | -13.1% | +42.8% | +35.4% |
| 3M | +11.9% | +14.6% | -2.7% | +5.3% |
| 6M | +173.0% | +133.7% | +39.3% | +98.7% |
| YTD | +191.4% | +143.0% | +48.4% | +109.5% |
| 1Y | +280.7% | +320.9% | -40.1% | +124.3% |
| All | +1,119.4% | +79.4% | +1,040.0% | +662.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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