-47.4%
NKE vs FCEL
+269.1%
-316.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.0% |
| 7D | -2.0% | -15.8% | +13.8% | -1.9% |
| 30D | -8.6% | -29.3% | +20.7% | -8.3% |
| 3M | -11.0% | -30.1% | +19.1% | -12.0% |
| 6M | -33.2% | +74.4% | -107.7% | -37.9% |
| YTD | -38.1% | +104.5% | -142.6% | -43.2% |
| 1Y | -47.4% | +281.4% | -328.7% | -53.6% |
| All | -47.4% | +269.1% | -316.5% | -53.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling