+51.1%
NEM vs FCEL
+32.6%
+18.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -6.0% | +15.9% | +10.3% |
| 7D | +3.7% | -14.9% | +18.5% | +4.9% |
| 30D | +2.0% | -41.7% | +43.6% | +5.9% |
| 3M | +21.1% | -53.2% | +74.3% | +27.0% |
| 6M | +9.5% | -19.0% | +28.6% | +6.9% |
| YTD | +19.1% | +44.2% | -25.1% | +7.4% |
| 1Y | +51.1% | +42.4% | +8.7% | +34.7% |
| All | +51.1% | +32.6% | +18.5% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling