+73.4%
NFLX vs FCEL
-59.7%
+133.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +18.8% | -20.7% | -1.7% |
| 7D | -5.0% | +4.0% | -9.0% | -4.9% |
| 30D | +3.5% | -13.1% | +16.6% | +3.5% |
| 3M | -7.1% | +14.6% | -21.7% | -7.2% |
| 6M | -22.5% | +133.7% | -156.2% | -22.8% |
| YTD | -18.1% | +143.0% | -161.1% | -18.6% |
| 1Y | -38.3% | +320.9% | -359.2% | -39.1% |
| 3Y | +73.4% | -58.9% | +132.3% | +75.7% |
| All | +73.4% | -59.7% | +133.1% | +75.7% |
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