+300.2%
NEM vs FCEL
-99.2%
+399.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +3.9% | -1.8% |
| 7D | -3.3% | +6.3% | -9.6% | -3.5% |
| 30D | +7.8% | -18.8% | +26.6% | +8.3% |
| 3M | +36.3% | -3.8% | +40.1% | +35.3% |
| 6M | +6.6% | +121.1% | -114.6% | +2.5% |
| YTD | +27.1% | +113.3% | -86.1% | +22.3% |
| 1Y | +62.3% | +173.5% | -111.2% | +54.5% |
| 3Y | +245.1% | -63.9% | +309.0% | +237.3% |
| 5Y | +154.0% | -90.7% | +244.7% | +151.1% |
| All | +300.2% | -99.2% | +399.3% | +266.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling