+6,394.8%
NEE vs FCEL
-99.8%
+6,494.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | 0.0% |
| 7D | -2.1% | -2.8% | +0.7% | -2.0% |
| 30D | +8.6% | -31.6% | +40.3% | +10.0% |
| 3M | -0.3% | -52.4% | +52.1% | +2.1% |
| 6M | -8.9% | -51.4% | +42.5% | -8.3% |
| YTD | +8.3% | +32.4% | -24.1% | +3.5% |
| 1Y | +4.3% | +37.5% | -33.2% | -0.8% |
| 3Y | +70.7% | -69.3% | +140.0% | +66.2% |
| 5Y | +12.8% | -97.1% | +109.9% | +18.0% |
| 10Y | +287.2% | -99.1% | +386.4% | +268.4% |
| All | +6,394.8% | -99.8% | +6,494.7% | +6,105.0% |
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