+460.8%
NEM vs FCEL
-99.8%
+560.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.9% |
| 7D | +0.3% | -15.8% | +16.1% | +0.8% |
| 30D | +23.1% | -29.3% | +52.4% | +24.4% |
| 3M | +18.5% | -30.1% | +48.6% | +18.8% |
| 6M | +7.8% | +74.4% | -66.7% | +3.9% |
| YTD | +29.1% | +104.5% | -75.4% | +23.6% |
| 1Y | +72.7% | +281.4% | -208.7% | +61.0% |
| 3Y | +248.7% | -66.1% | +314.8% | +241.9% |
| 5Y | +148.7% | -91.9% | +240.5% | +149.0% |
| 10Y | +304.8% | -99.2% | +404.0% | +292.2% |
| All | +460.8% | -99.8% | +560.6% | +456.2% |
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