+157.7%
NEM vs FCEL
-90.4%
+248.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.7% | +8.0% | +1.7% |
| 7D | +3.1% | +15.1% | -12.0% | +2.0% |
| 30D | +10.0% | -16.4% | +26.4% | +10.8% |
| 3M | +30.9% | -5.3% | +36.1% | +28.8% |
| 6M | +10.5% | +124.5% | -114.0% | +0.8% |
| YTD | +29.7% | +126.7% | -96.9% | +17.9% |
| 1Y | +71.1% | +219.9% | -148.8% | +50.6% |
| 3Y | +252.1% | -61.6% | +313.7% | +237.4% |
| 5Y | +157.7% | -90.5% | +248.2% | +151.9% |
| All | +157.7% | -90.4% | +248.1% | +151.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling