+6,265.9%
NEE vs FCEL
-99.8%
+6,365.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.7% | -0.8% |
| 7D | +1.9% | -15.8% | +17.8% | +2.6% |
| 30D | -2.2% | -29.3% | +27.1% | -1.0% |
| 3M | -1.2% | -30.1% | +29.0% | -1.1% |
| 6M | -8.6% | +74.4% | -83.0% | -12.8% |
| YTD | +6.2% | +104.5% | -98.3% | +0.2% |
| 1Y | +21.1% | +281.4% | -260.3% | +10.3% |
| 3Y | +36.4% | -66.1% | +102.5% | +32.8% |
| 5Y | +11.4% | -91.9% | +103.2% | +12.0% |
| 10Y | +250.0% | -99.2% | +349.2% | +236.8% |
| All | +6,265.9% | -99.8% | +6,365.6% | +5,908.6% |
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