+250.5%
NEM vs FCEL
-68.7%
+319.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +0.8% |
| 7D | -6.4% | -2.8% | -3.6% | -6.2% |
| 30D | +1.4% | -31.6% | +33.1% | +3.9% |
| 3M | -0.7% | -52.4% | +51.7% | +3.7% |
| 6M | -4.5% | -51.4% | +46.9% | -2.9% |
| YTD | +14.0% | +32.4% | -18.4% | +5.7% |
| 1Y | +27.3% | +37.5% | -10.2% | +17.1% |
| 3Y | +250.5% | -69.3% | +319.8% | +251.8% |
| All | +250.5% | -68.7% | +319.2% | +251.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling