-59.2%
NKE vs FCEL
-62.7%
+3.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | -4.2% | +6.3% | -10.5% | -4.3% |
| 30D | -8.2% | -26.7% | +18.5% | -7.8% |
| 3M | -19.1% | -10.2% | -8.9% | -19.9% |
| 6M | -32.6% | +123.5% | -156.1% | -36.2% |
| YTD | -40.7% | +117.4% | -158.1% | -44.0% |
| 1Y | -48.9% | +146.0% | -194.8% | -52.0% |
| 3Y | -59.2% | -61.9% | +2.7% | -59.6% |
| All | -59.2% | -62.7% | +3.5% | -59.6% |
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 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