+10.1%
NEE vs FCEL
-90.4%
+100.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.7% | +5.3% | -1.1% |
| 7D | -0.5% | +15.1% | -15.6% | -1.4% |
| 30D | -1.7% | -16.4% | +14.8% | -1.1% |
| 3M | -1.8% | -5.3% | +3.4% | -3.5% |
| 6M | -8.8% | +124.5% | -133.4% | -16.5% |
| YTD | +5.2% | +126.7% | -121.5% | -4.4% |
| 1Y | +21.3% | +219.9% | -198.5% | +6.1% |
| 3Y | +35.2% | -61.6% | +96.8% | +33.2% |
| 5Y | +10.1% | -90.5% | +100.6% | +16.3% |
| All | +10.1% | -90.4% | +100.5% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling