+27.2%
NFLX vs FCEL
-90.4%
+117.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.7% | +5.7% | -0.5% |
| 7D | -8.1% | +15.1% | -23.2% | -9.0% |
| 30D | -0.3% | -16.4% | +16.1% | +0.3% |
| 3M | -6.6% | -5.3% | -1.3% | -9.0% |
| 6M | -22.7% | +124.5% | -147.2% | -32.4% |
| YTD | -18.9% | +126.7% | -145.6% | -30.0% |
| 1Y | -39.8% | +219.9% | -259.7% | -51.3% |
| 3Y | +71.7% | -61.6% | +133.3% | +67.6% |
| 5Y | +27.2% | -90.5% | +117.7% | +61.1% |
| All | +27.2% | -90.4% | +117.6% | +61.1% |
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