+681.4%
NFLX vs FCEL
-99.1%
+780.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.8% |
| 7D | -1.1% | +6.3% | -7.4% | -1.4% |
| 30D | +4.3% | -26.7% | +31.0% | +5.2% |
| 3M | -4.8% | -10.2% | +5.4% | -5.8% |
| 6M | -18.4% | +123.5% | -141.9% | -23.5% |
| YTD | -17.4% | +117.4% | -134.8% | -22.9% |
| 1Y | -35.7% | +146.0% | -181.7% | -40.8% |
| 3Y | +73.8% | -61.9% | +135.7% | +67.3% |
| 5Y | +29.3% | -90.5% | +119.8% | +30.9% |
| All | +681.4% | -99.1% | +780.6% | +771.6% |
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